###########################################################################################
#iterative
###########################################################################################
iterative.bicreg.se <- function (x, y, maxVars,
        threshold = 1, adaptive.threshold =1, wt = rep(1, length(y)), strict = FALSE, OR = 20,
       maxCol = maxVars+1, drop.factor.levels = TRUE, nbest = 10){

   ## consider maxVars at a time in traditional bma
   ## drop variables with probne0 < threhsold / probne0 <  (min(probne0) +threshold)

   ### rank X matrix
   temp <- NULL
   for(i in 1:ncol(x))
    temp <- c(temp , summary(lm(y~x[,i]))$r.squared)
   x2 <- x[, rev(order(temp))]

   this.x <- x2[ , 1:maxVars ]
   x2 <- x2[ , -c(1:maxVars )]

   loop<-function(){
     bicreg.call <-function() bicreg.se(this.x, y, wt = wt, strict = strict, OR=OR, maxCol = maxCol, drop.factor.levels=drop.factor.levels, nbest=nbest)

     # while we have variables left to be processed.
     adapt.dropped <- NULL
     while(ncol(x2)>0){

     # traditional bma
     model <- bicreg.call()

     # drop varaibles
     dropme <- which(model$probne0 < threshold  )
     # adaptive threshold
     if(length(dropme)==0){
         dropme <- which(model$probne0 < min(model$probne0 + adaptive.threshold))
         print(paste(model$namesx[dropme], "with probne0 = ", model$probne0[dropme], "dropped in adaptive threshold step"))
	   adapt.dropped <- c(adapt.dropped, model$namesx[dropme])
     }

     # update variables to consider
     this.x<-this.x[ , -c(dropme)]
     if(ncol(x2)<length(dropme)) dropme<-1:ncol(x2)

     old.names.x2 <- names(x2)
     newdata<-data.frame(x2[, 1:length(dropme)])
     names(newdata)<-old.names.x2[1:length(dropme)]
     this.x<-cbind(this.x, newdata)
     x2<-data.frame(x2[, -c(1:length(dropme))])
     names(x2)<-old.names.x2[-c(1:length(dropme))]

  }
  assign("adapt.dropped", adapt.dropped, .GlobalEnv)
  bicreg.call()
}

  # traditional bma, then reverse loop on vars dropped in adaptive threshold
  this.x<-x[,loop()$namesx]
  x2<-x[,rev(adapt.dropped)]
  print("---------------------------------------------")
  loop()
}