Tuning options for rxStepControl

Goal

Options

Performance

refitEachStep  = FALSE      # avoid refitting the model at each step. Biggest

                            # impact. Similar to the FAST option of SAS Proc

                            # Logistic.

returnAlways   = TRUE       # return best model without trying new initial values

verbose        = 0          # minimize console output

reportProgress = 0          # ditto

useSparseCube  = FALSE      # sparse cube is a bit slower so avoid if possible

Match SAS

All Performance settings plus

 

stepCriterion     = 'SigLevel'  # match SAS

maxSigLevelToAdd  = 0.05        # match SAS

minSigLevelToDrop = 0.05        # match SAS