[R] Question about multiple regression

[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: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Dimitri Liakhovitski
Sent: Monday, September 08, 2008 11:05 AM
To: R-Help List
Subject: [R] Question about multiple regression

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 regression?
More specifically, I have to run small regression models (between 1 and
15 predictors) on samples of up to N=700 but thousands and thousands of
them.

I am designing a simulation in R and running those regressions and R
itself is way too slow. So, I am thinking of compiling the regression
run itself in Fortran and Java and then calling it from R.

Thank you very much for any advice!

Dimitri Liakhovitski
MarketTools, Inc.
Dimitri.Liakhovitski at markettools.com

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