[R] computation time gls()

From: Sebastian Leuzinger <Sebastian.Leuzinger_at_unibas.ch>
Date: Tue 26 Jul 2005 - 01:08:01 EST


dear R users

i try to fit a gls model to a rather large dataset with an AR(1) error structure:

attach(sf.a1filt)
m1.a.gls <- gls(fluxt~co2+light+vpd+wind,

   correlation = corAR1(0.8))
summary(m1.a.gls)
detach(sf.a1filt)

there are approx. 5000 observations, and the computation seems to take several hours, i actually killed the process because i became too impatient. is there any way to be more efficient with R? (because really the model will be more complex, i.e. more predictors and higher autoregressive order).

os: linux suse, R version: latest, machine: ibm thinkpad 42T, 1GHz RAM



Sebastian Leuzinger
Institute of Botany, University of Basel Schönbeinstr. 6 CH-4056 Basel
ph 0041 (0) 61 2673511
fax 0041 (0) 61 2673504
email Sebastian.Leuzinger@unibas.ch
web http://pages.unibas.ch/botschoen/leuzinger

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