Re: [R] Question about multiple regression

2008-09-09 Thread Gustaf Rydevik
On Mon, Sep 8, 2008 at 7:47 PM, Dimitri Liakhovitski <[EMAIL PROTECTED]> wrote: > Thank you everyone for your responses. I'll answer several questions. > > 1. > Disclaimer: I have **NO IDEA** of the details of what you want > to do or why >> -- but I am willing to bet that there are better ways of

Re: [R] Question about multiple regression

2008-09-08 Thread Adam D. I. Kramer
Hi Dimitri, On Mon, 8 Sep 2008, Dimitri Liakhovitski wrote: Dear R-list, maybe some of you could point me in the right direction: Are you aware of any FREE Fortran or Java libraries/actual pieces of code that are VERY efficient (time-wise) in running the regular linear least-squares multiple r

Re: [R] Question about multiple regression

2008-09-08 Thread Dimitri Liakhovitski
Thanks a lot, everybody! On Mon, Sep 8, 2008 at 3:11 PM, Lucke, Joseph F <[EMAIL PROTECTED]> wrote: > Although I along with the other believe there probably is an efficient R > solution, the answer to your direct question can perhaps be found at > http://www.fortran.com/. The free GNU G95 fortra

Re: [R] Question about multiple regression

2008-09-08 Thread Lucke, Joseph F
Although I along with the other believe there probably is an efficient R solution, the answer to your direct question can perhaps be found at http://www.fortran.com/. The free GNU G95 fortran compiler is at http://www.g95.org/ Joe -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL

Re: [R] Question about multiple regression

2008-09-08 Thread Gabor Grothendieck
the squares of the residuals. >> >>> >>> 3. I know that for similarly challenging situations people did used >>> Fortran compilers. So, anyone heard of a free Fortran library or an >>> efficient piece of code? >>> >>> Thank you! >>> Dim

Re: [R] Question about multiple regression

2008-09-08 Thread Dimitri Liakhovitski
uals. > >> >> 3. I know that for similarly challenging situations people did used >> Fortran compilers. So, anyone heard of a free Fortran library or an >> efficient piece of code? >> >> Thank you! >> Dimitri >> >> >>> >>> -

Re: [R] Question about multiple regression

2008-09-08 Thread Gabor Grothendieck
ary or an > efficient piece of code? > > Thank you! > Dimitri > > >> >> -- Bert Gunter >> >> -Original Message- >> From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On >> Behalf Of Dimitri Liakhovitski >> Sent: Monday, September 08, 2008

Re: [R] Question about multiple regression

2008-09-08 Thread Dimitri Liakhovitski
To: Prof Brian Ripley > Cc: R-Help List > Subject: Re: [R] Question about multiple regression > > Yes, see my previous e-mail on how long R takes (270 seconds for one > of the 1,800,000 sets I need) - using system.time. > Not sure how to test the same for Fortran... > >

Re: [R] Question about multiple regression

2008-09-08 Thread Gabor Grothendieck
Try: sum(lm.fit(x, y)$residuals^2) On Mon, Sep 8, 2008 at 12:52 PM, Dimitri Liakhovitski <[EMAIL PROTECTED]> wrote: > Thank you for reminding me, Gabor. I forgot to mention: So far, I have > run one test set of regressions using lm. It took R 270 sec. I need to > run 1,800,000 of those, which wou

Re: [R] Question about multiple regression

2008-09-08 Thread Bert Gunter
e: [R] Question about multiple regression Yes, see my previous e-mail on how long R takes (270 seconds for one of the 1,800,000 sets I need) - using system.time. Not sure how to test the same for Fortran... On Mon, Sep 8, 2008 at 12:51 PM, Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > Are you

Re: [R] Question about multiple regression

2008-09-08 Thread Dimitri Liakhovitski
Yes, see my previous e-mail on how long R takes (270 seconds for one of the 1,800,000 sets I need) - using system.time. Not sure how to test the same for Fortran... On Mon, Sep 8, 2008 at 12:51 PM, Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > Are you sure R's ways are not fast enough (there are

Re: [R] Question about multiple regression

2008-09-08 Thread Dimitri Liakhovitski
Thank you for reminding me, Gabor. I forgot to mention: So far, I have run one test set of regressions using lm. It took R 270 sec. I need to run 1,800,000 of those, which would imply 15.4 years of computing time :) I have not done the same for lm.fit because I am not sure how to get model R squar

Re: [R] Question about multiple regression

2008-09-08 Thread Prof Brian Ripley
Are you sure R's ways are not fast enough (there are many layers underneath lm)? For an example of how you might do this at C/Fortran level, see the function lqs() in MASS. On Mon, 8 Sep 2008, Dimitri Liakhovitski wrote: Dear R-list, maybe some of you could point me in the right direction:

Re: [R] Question about multiple regression

2008-09-08 Thread Gabor Grothendieck
I would test the speed before making such as assumption. Note that lm.fit is faster than lm and if they have the same x matrix then you can do many in one call by having y be a matrix. On Mon, Sep 8, 2008 at 12:05 PM, Dimitri Liakhovitski <[EMAIL PROTECTED]> wrote: > Dear R-list, > maybe some of