Thanks Thomas! I'll give it a go and will send updates as to how I am doing.
Cheers, Tal On Sun, Feb 22, 2009 at 1:52 PM, Thomas Lumley <tlum...@u.washington.edu>wrote: > On Sun, 22 Feb 2009, Tal Galili wrote: > > Hi Thomas, >> >> What you just wrote is very interesting to me - do you have any suggestion >> then as to how to implement leaps (or any other package/code) to iterate >> on >> the final lm model produced by biglm ? >> Any advice would be very welcomed! >> >> > If you look at the source code in the leaps package, it first sets up a QR > decomposition and then calls search routines. The QR decomposition code is > exactly the same Fortran code as is used by biglm, so you should be able to > plug the output of biglm into the subset selection code. > > > -thomas > > Thomas Lumley Assoc. Professor, Biostatistics > tlum...@u.washington.edu University of Washington, Seattle > > > -- ---------------------------------------------- My contact information: Tal Galili Phone number: 972-50-3373767 FaceBook: Tal Galili My Blogs: www.talgalili.com www.biostatistics.co.il [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.