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, [EMAIL PROTECTED] 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 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
