an upgrade: from the flintstones -- to the michelin man...
On May 16, 2006, at 4:40 PM, Thomas Lumley wrote: > On Tue, 16 May 2006, roger koenker wrote: > >> In ancient times, 1999 or so, Alvaro Novo and I experimented with an >> interface to mysql that brought chunks of data into R and accumulated >> results. >> This is still described and available on the web in its original >> form at >> >> http://www.econ.uiuc.edu/~roger/research/rq/LM.html >> >> Despite claims of "future developments" nothing emerged, so anyone >> considering further explorations with it may need training in >> Rchaeology. > > A few hours ago I submitted to CRAN a package "biglm" that does large > linear regression models using a similar strategy (it uses > incremental QR > decomposition rather than accumalating the crossproduct matrix). It > also > computes the Huber/White sandwich variance estimate in the same single > pass over the data. > > Assuming I haven't messed up the package checking it will appear > in the next couple of day on CRAN. The syntax looks like > a <- biglm(log(Volume) ~ log(Girth) + log(Height), chunk1) > a <- update(a, chunk2) > a <- update(a, chunk3) > summary(a) > > where chunk1, chunk2, chunk3 are chunks of the data. > > > -thomas > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting- > guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html