Hi spime,
What is "x"? Did you have any other "X" defined in your R-session? Be aware
that R is case-sensitive.
Best,
Jorge
On Tue, Jul 7, 2009 at 1:30 PM, spime wrote:
>
> Hello,
>
> Consider this function for generalized ridge regression:
>
> gre <- function (X,y,D){
>n <- dim(X)[1]
Incomplete code leaves us able to do naught but guess;
Perhaps you are unaware that x != X
--
DW
On Jul 7, 2009, at 1:30 PM, spime wrote:
Hello,
Consider this function for generalized ridge regression:
gre <- function (X,y,D){
n <- dim(X)[1]
p <- dim(X)[2]
interce
I think that is because X in your function has (n + 1) columns and D with
only n coluimns:
matrix(1:9, ncol = 3) + matrix(1:8, ncol = 2)
On Tue, Jul 7, 2009 at 2:30 PM, spime wrote:
>
> Hello,
>
> Consider this function for generalized ridge regression:
>
> gre <- function (X,y,D){
>n <
Hello,
Consider this function for generalized ridge regression:
gre <- function (X,y,D){
n <- dim(X)[1]
p <- dim(X)[2]
intercept <- rep(1, n)
X <- cbind(intercept, X)
X2D <- crossprod(X,X)+ D
Xy <- crossprod(X,y)
bth <- qr.solve(
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