Yes there are:
-
R itself has
lm.fit()
which is more bare-bones: no formula notation, much simpler result set -
several of our Rcpp-related packages have
fastLm()
implementations: RcppArmadillo, RcppEigen, RcppGSL.
We have described fastLm()
in a number of blog posts and presentations. If you want it in the fastest way, do not use the formula interface: parsing the formula and preparing the model matrix takes more time than the actual regression.
That said, if you are regressing a single vector on a single vector you can simplify this as no matrix package is needed.