benchmark.rb

require 'statsample'
require 'benchmark'

n = 10000
df = Daru::DataFrame.new({
  a: Statsample::Shorthand.rnorm(n),
  b: Statsample::Shorthand.rnorm(n),
  c: Statsample::Shorthand.rnorm(n),
  d: Statsample::Shorthand.rnorm(n),
})
df[:y] = df.a * 3 + df.b * 5 + df.c * -2 + df.d * 2
p df.head 5
p df.vectors

Benchmark.bm do |x|
  x.report do
    Statsample::Regression.multiple df, :y
  end
  x.report do
    Statsample::GLM.compute df, :y, :normal, algorithm: :mle
  end
end

result.rb

       user     system      total        real
   0.870000   0.010000   0.880000 (  0.869864)
  21.940000   0.030000  21.970000 ( 21.985580)