Python and R
Barry Rowlingson wrote:
- and the bulk of the time in the regression calls will be taken up by C code in the underlying linear algebra libraries (lapack, blas, atlas and friends).
ah, good point.
Your best bet for optimisation in this case would be making sure you have the best libraries for your architecture. That's a bit beyond me at the moment, others here can probably tell you about getting the best performing library for your system. This can also speed up Python (scipy or numpy) code that uses the same libraries.
thanks for the suggestions Barry, I mostly run on intel machines, but using two flavors of Linux and also Windows XP - I grab any machine I can to help run this. R versions range from 2.6.x (Fedora) to 2.8.1 (XP) at the moment. Another post suggested I look at lm.fit in place of lm to help speed things up, so I'm going to look at that next. Appreciate all the helpful posts here. Esmail