I have a code in Splus, but have to convert it into R, which is not a big thing. However I am very new to both softwares. This is the code I am struggling with:
a <- leaps(x, y, wt = wt, method = "adjr2", nbest=nbest,
names = dimnames(x)[[2]], int=F)
x is a matrix of independent variables where first length(keep1) columns correspond to variables that are always kept in BMA (Bayesian Model Averaging -- this isn't important. Essentially, x is a matrix), and y is a matrix too.
When I selected my data and ran the function this was part of, I got the following error:
Error in leaps.exhaustive(a) : Exhaustive search will be S L O W, must specify really.big=T
So, I changed the initial command to:
a <- leaps(x, y, wt = wt, method = "adjr2", nbest=nbest,
names = dimnames(x)[[2]], int=F, really.big=T)
When I ran the function again, I got this error:
Error in leaps(x, y, wt = wt, method = "adjr2", nbest = nbest, names = dimnames(x)[[2]], : unused argument (really.big = T)
The function is being called in this way:
out.dkt<-dkt.bma(bigx, bigy, bigz.sys, Tper=3, hendog, name.x, name.z,
emethod="LS", info.crit="BIC", h, keep1, leaps.genR2="F",
nbest=1000, hier=1, q=0.50, OW=0,OR=1000,
filo="U:\\Programanddatafiles\\dkt-jae-ls-bic-hier1-sys-nokeep-nbest-check.txt")
So When I am using really.big, R tells me that it is an unused argument, but tells me to use it when I don't. What is going on here? Any help appreciated!
Add T <- 60 before this
a <- leaps(x, y, wt = wt, method = "adjr2", nbest=nbest, names = dimnames(x)[[2]], int=F, really.big=T)