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g_current
2013 Feb 26
2
Efficient way to perform linear regressions
Hi All,
I have millions of regression lines to fit. So I am looking for the
most efficient approach in R.
Details:
I have a large desing matrix X. The dimension is n by p.
Each time when fitting the model, select rows from this matrix X and
form a new design matrix, called X_current.
There is another binary matrix M, with dim m by n, and each row is a
1*n vector. It helps to determin X_current.
For instance, if the first row of M is (1,0,1,0,1,..,1), then I remove
the 2nd and 4th row from X, and use this submatrix as the design
matrix to fit the model.
if the second row is (0,...