[R] PRESS criterion in leaps

Richard M. Heiberger rmh at temple.edu
Mon May 14 19:34:17 CEST 2007

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

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.


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