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The parglm
package provides a parallel estimation method for generalized
linear models without compiling with a multithreaded LAPACK or BLAS. You can install
it from Github by calling:
devtools::install_github("boennecd/parglm")
or from CRAN by calling:
install.packages("parglm")
See the vignettes/parglm.html for an example of run times and further details.
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