Re: [R] PRESS criterion in leaps

From: Richard M. Heiberger <rmh_at_temple.edu>
Date: Mon, 14 May 2007 13:34:17 -0400 (EDT)


The main reason for explicitly constructing the Q matrix is for the pedagogical value of seeing it. As Thomas points out, if you want to actually use Q in a calculation, there will almost always be a much more efficient way of constructing the real goal of the calculation.

For help in that construction, you can use the qr.Q and qr.R functions to see what Q and R look like. This will help you confirm in tiny cases that you have done the more efficient calculation correctly.

Rich



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