[R] System is computationally singular?
wangruiwin at hotmail.com
Thu Dec 9 04:16:07 CET 2004
I was using the Newton-Raphson method to estimate paremeters in the model developed by my supervisor. However, when I interatively computed theta(t+1)=theta(t) - solve(H)*s (where the Hessian matrix and score vector were explicitely derived), I got the error message: Error in solve.default(H) : system is computationally singular: reciprocal condition number = 1.70568e-032. Assume my score vector and Hessian matrix were correct, could anyone give me some suggestion on how to avoid this singular situation? Thank you in advance. Maybe this question is not related to R itself, but it is kind of statistical computation problems, please forgive me to put questions here.
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