Hi, What I'm trying to achieve is very fast algorithm for fitting logistic regression model. I have to estimate regression coeficients using about 10k observations. Once I have coefficients estimated, new 100 rows of data becomes available.... Now I need to reestimate coeficients using 100 newly arrived observations and removing 100 oldest observations.
So, my question is would it be possible to somehow reuse pre iusly calculated coeficients and only adjust them cor newly arrived data? I know it would have to be some aproximation but I suppose it will be good enough. I dont mind doing this in straight C because of of speed perative. Actualy this will have to be cAlculated in a fraction of second. Any ideas would be higly appreciated ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
