/matlm

linear models (lm) in matrix form: testing multiple predictors faster

Primary LanguageRGNU General Public License v3.0GPL-3.0

matlm

travis-ci build status

Source: docs/R/01-figure-timing-assoc.R

About

The matlm R package fits linear models in matrix form and avoids calling lm. That makes computation efficient if many predictors need to be tested, while calling lm for every predictor results in a considerable overhead in computation time.

References

Features

(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)

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