GitHub - markpurver/biglmm: R package hosted on CRAN: Generalised linear models calculated by splitting data into smaller chunks (Author: Thomas Lumley)

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R package hosted on CRAN: Generalised linear models calculated by splitting data into smaller chunks (Author: Thomas Lumley)

cran.r-project.org/web/packages/biglmm/index.html

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This is basically Alan Miller's modification (AS274) of the other 
Gentleman's (AS 75) regression by incremental QR decomposition. It has 
been lifted out of the "leaps" package and wrapped with an lm-like 
interface to make experimentation easier. 

The calculation of the sandwich covariance estimator in the same single 
pass over the data is new.