Efficient Fitting of Linear and Generalized Linear Models

Efficient Fitting of Linear and Generalized Linear Models by using just base R. As an alternative to lm() and glm(), this package provides elm() and eglm(), with a significant speedup when the number of observations is larger than the number of parameters to estimate. The speed gains are obtained by reducing the NxP model matrix to a PxP matrix, and the best computational performance is obtained when R is linked against 'OpenBLAS', 'Intel MKL' or other optimized 'BLAS' library. This implementation aims at being compatible with 'broom' and 'sandwich' packages for summary statistics and clustering by providing S3 methods.


Reference manual

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0.3.0 by Mauricio Vargas, 6 months ago


Report a bug at https://github.com/pachadotdev/eflm/issues/

Browse source code at https://github.com/cran/eflm

Authors: Mauricio Vargas [aut, cre] , Alexey Kravchenko [ths] , Constanza Prado [ths] , Yoto Yotov [ths] , Neal Fulz [rev] (independent code auditing) , Rahul Saxena [ctb] (improved broom integration) , The United Nations [dtc, cph, fnd]

Documentation:   PDF Manual  

Apache License (>= 2) license

Imports stats, tibble

Suggests broom, sandwich, testthat, patrick, rlang, covr

See at CRAN