I am developing a custom regression package, which accepts a formula object as way of setting up the model matrix and response variable from a data frame. For large data sets, I expect that going through R memory might be too slow, so I'm thinking about reading the data directly into C (e.g. from a database) and then parsing the formula inside of C (by calling an R function such as model.frame()). Is this possible? An alternative solution is to read the large data set into R in chunks, create the model matrix for each chunk and save the matrix chunk to disk, and then load and piece together these chunks inside of C. But my solution seems sub-optimal to me. Any suggestions? Thank you!
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