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A reimplementation of the fastLm function of RcppEigen for big.matrix objects for fast out-of-memory linear model fitting

R 28.23% C++ 71.29% C 0.48%

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bigfastlm's Issues

<NA> coefficient labels

I have a data set of about a million rows.
variable c is a factor.

data <- model.matrix(~ poly(a,5,raw=TRUE) *  poly(b,5,raw=TRUE) + c)
bigMatrix <- data %>% bigmemory::as.big.matrix()
bigLmObj <- bigFastlm::bigLm(bigMatrix,y)
bigLmObj$coefficients %>% broom::tidy()

The output of this is as follows (all remaining names are ):

. names x
1 poly(a, 5, raw = TRUE)1 -80151.370
2 <NA> -172198.658
3 <NA> 156478.496
4 <NA> -12278.055
5 <NA> -13127.687
6 <NA> 2495.194
7 <NA> 197746.762
8 <NA> -171130.880
9 <NA> 68724.827
10 <NA> -13133.288
... with 30 more rows

Have I done something wrong, or is there a bug where the covariate labels are dropped?

Thank you.

std::bad_alloc

Hello,
I'm interested in the biglm method but I'm constantly getting this weird error message:
Error in bigLmPure(X, y, method, gigs, nslices) : std::bad_alloc Calls: system.time -> bigLm -> bigLm.default -> bigLmPure -> .Call

the code causing the error:
lm <- bigLm(X, y)
where X is a 'big.matrix' of bigMemory and y is of type 'numeric'.
Regards,
Kassim Bashir
[email protected]

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