library(memuse)
library(linmod)
library(microbenchmark)
burnin <- function(reps=10)
{
x <- matrix(rnorm(30), 10)
y <- rnorm(10)
#replicate(RcppEigen::fastLm(X=x, y=y), n=reps)
replicate(lm_fit(x=x, y=y), n=reps)
replicate(lm.fit(x=x, y=y), n=reps)
invisible()
}
burnin()
reps <- 15
m <- 5000
n <- 250
x <- matrix(rnorm(m*n), m, n)
y <- rnorm(m)
cat("------------------ RRQR ------------------\n")
cat(paste0("Data size: ", object.size(x)+object.size(y), "\n"))
cat(paste0("L3 cache size: ", Sys.cachesize()$L3, "\n"))
control <- list(warmup=20, order="random")
bench <- microbenchmark(
lm.fit(x=x, y=y),
lm_fit(x=x, y=y, check.rank=TRUE),
# RcppEigen::fastLm(X=x, y=y, method=0),
times=reps,
unit="s",
control=control
)
print(bench)
n <- 5000
p <- 300
family <- binomial(logit)
linmod:::glm_test(n, p, family, verbose=TRUE, timings=TRUE)
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