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sigcheck
2012 Jan 03
0
Biglm source code alternatives (E.g. Call to Fortran)
...2.2
"na.omit" 2.42 1.9 17.18 13.4
"sum" 2.02 1.6 2.02 1.6
I did some further investigation and it appears the .Call command to fortran
seems slow. This function is under the coef.bigqr.R and singcheck.bigqr.R
functions in the biglm package. Is there an alternative way to implement the
call to Fortran? As I thought matrix inversion and QR/Cholesky decomposition
can be done much faster on low level design software platforms like Fortran
so I was surprised by the 21 second timeframe. Furthermore ar...