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linear models (lm) in matrix form: testing multiple predictors faster
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variani/matlm
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Source:docs/R/01-figure-timing-assoc.R
Thematlm
R package fits linear models in matrix form and avoids callinglm
.That makes computation efficient if many predictors need to be tested,while callinglm
for every predictor results in a considerable overhead in computation time.
(yet to be implemented)
- Split a set of predictors into batches
- Parallel computation
- Support different formats to store predictors:
matrix
,big.matrix
, etc- Use S3 classes for the interface
- Run GLS models (not only OLS)