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Topic: vectorized form of LinearModel.fit
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James

Posts: 77
Registered: 10/24/05
vectorized form of LinearModel.fit
Posted: Mar 11, 2013 12:09 PM
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Hi,

I am trying to do variable selection for microarray data, which has ~30k variables. I am currently using LinearModel.fit since I need to regress out some confounding variables, seems that I need to do that with a variable by variable way (in another words, the CPU time for this is 30k X the cpu time for a single variable). I am wondering if there is a vectorized way (or matriced way) to do this for all the 30k genes at the same time, which can save a lot of CPU time.



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