[R] SparseM and Stepwise Problem

From: <davidkat_at_davidkatzconsulting.com>
Date: Tue 30 Jan 2007 - 23:31:47 GMT

I'm trying to use stepAIC on sparse matrices, and I need some help. The documentation for slm.fit suggests:
slm.fit and slm.wfit call slm.fit.csr to do Cholesky decomposition and then backsolve to obtain the least squares estimated coefficients. These functions can be called directly if the user is willing to specify the design matrix in matrix.csr form. This is often advantageous in large problems to reduce memory requirements. I need some help or a reference that will show how to create the design matrix from data in matrix.csr form.
Thanks for any help.

David Katz
   541 482-1137

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Received on Wed Jan 31 10:45:54 2007

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