[R] Row-by-row regression on matrix

[murali.menon at uk.abnamro.com]

Folks,

I have a 3000 x 4 matrix (y), which I need to regress row-by-row against a 
4-vector (x) to create a
matrix lm.y of intercepts and slopes. To illustrate:

y <- matrix(rnorm(12000), ncol = 4)
x <- c(1/12, 3/12, 6/12, 1)

system.time(lm.y <- t(apply(y, 1, function(z) lm(z ~ x)$coefficient)))
[1] 44.72 18.00 69.52    NA    NA

Takes more than a minute to do (and I need to do many similar regressions 
a day). 

Is there a more efficient way of handling this?

I'm running R 2.4.1 on Windows XP Service Pack 2 on a Intel Xeon dual-core 
2.66GHz with 3GB RAM.

Thanks very much,

Murali


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