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2899
2008 Jul 11
1
More compact form of lm object that can be used for prediction?
...t; component can not be removed, and using qr=FALSE in
the call to lm() makes calling predict() on the resulting model object
return all zeroes. The qr matrix seems to consume an amount of memory
proportional to the input data. On my system (Windows XP, running R
2.7.1 with /3GB and -max-mem-size=2899M enabled), this means storing 6
such models simultaneously is impossible as I get "unable to allocate
vector of size <N>" errors during processing.
If I'm not mistaken, one could, in principle, generate the predicted
dependent variable values using just the coefficients (and...