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
www.davidkatzconsulting.com
541 482-1137
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