this part will always make your code crawl along: On Wed, Dec 5, 2012 at 11:09 AM, Honglang Wang <wanghonglang2...@gmail.com>wrote:
> arma::vec betahat = arma::inv(Inv)*arma::trans(D)*W*y; > first time I wrote a GLM engine, I wrote it the way statistics books illustrate it (i.e. actually invert things to do IWLS) and it crawled. I took it to a physicist friend who went through alternate stages of disgust and laughter then told me never to invert anything I didn't have to. You should take Doug Bates' advice, it could save you a great deal of time. Never bit fiddle when you can use a better algorithm. -- *A model is a lie that helps you see the truth.* * * Howard Skipper<http://cancerres.aacrjournals.org/content/31/9/1173.full.pdf>
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