We present an estimating algorithm to fit linear and generalized linear models not involving the QR decomposition. Some new R functions are presented and discussed. For large data sets, comparisons with respect to the well-known lm() and glm(), as well as to biglm() and bigglm() from the package biglm, show that the proposed functions speed up computation while preserving numerical stability and accuracy
ENEA, M. (2009). Fitting linear models and generalized linear models with large data sets in R. In Statistical methods for the analysis of large data-sets : book of short papers (pp.411-414). Padova : CLEUP.
Fitting linear models and generalized linear models with large data sets in R
ENEA, Marco
2009-01-01
Abstract
We present an estimating algorithm to fit linear and generalized linear models not involving the QR decomposition. Some new R functions are presented and discussed. For large data sets, comparisons with respect to the well-known lm() and glm(), as well as to biglm() and bigglm() from the package biglm, show that the proposed functions speed up computation while preserving numerical stability and accuracy
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
