pachadotdev/eflm: 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.

install.packages("remotes")
remotes::install_github("pachadotdev/eflm")