[R] Lapack error in Design:::ols

Gad Abraham gabraham at csse.unimelb.edu.au
Sun Apr 6 07:17:45 CEST 2008


Prof Brian Ripley wrote:
> This is not an LAPACK error, but an R function chol2inv complaining that 
> it is being misused.
> 
> The problem is that you have a vastly overparametrized model (using 
> recover())
> 
> Browse[1]> dim(X)
> [1]  20 143
> 
> and ols() does not detect that, whereas lm() would.  I'd suggest ols() 
> is to blame here.

Thanks for clarifying that.

Gad

-- 
Gad Abraham
Dept. CSSE and NICTA
The University of Melbourne
Parkville 3010, Victoria, Australia
email: gabraham at csse.unimelb.edu.au
web: http://www.csse.unimelb.edu.au/~gabraham



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