From: Prof Brian Ripley (ripley@stats.ox.ac.uk)
Date: Thu 25 Dec 2003 - 18:42:21 EST
Message-id: <Pine.LNX.4.44.0312250737340.20098-100000@gannet.stats>
On Thu, 25 Dec 2003, Masahiko AIDA wrote:
> Is there any faster implementation of logistic regression
> than glm function in base package in R?
>
> I am working on simulation study and discovered glm fitting part is the
> bottle neck of my program.
Have you tried profiling (see Writing R Extensions)? It may not be the
actual fitting but, say, the extraction of the model matrix which is slow.
You could call glm.fit() directly if it produces all you need. In a
well-behaved problem you are not going to get anything much faster than
glm.fit without going entirely to compiled code (which is an option for
you, of course).
-- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595______________________________________________ R-help@stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
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