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Ridge regression doesn't run without setting penalty parameter #71

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kerschke opened this issue Mar 28, 2014 · 0 comments
Open

Ridge regression doesn't run without setting penalty parameter #71

kerschke opened this issue Mar 28, 2014 · 0 comments
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enhancement experiments

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@kerschke
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As the title already indicates, ridge regression (regr.penalized.ridge), does not run without setting the penalty parameter (lambda2). Without setting it, I get the following error message:
Error in qr.coef(qr(a, LAPACK = TRUE), b) :
Fehlercode 136 von Lapackroutine 'dtrtrs'
Fehler: Matrix inversion failed. Please increase lambda1 and/or lambda2
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@berndbischl @kerschke