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(X2D, Xy)
}
# suppose X is an (nxp) design matrix and y is an (nx1) response vector
p <- dim(x)[2]
D<- diag(rep(1.5,p))
bt <- gre(X,y,D)
I am getting following error:
Error in crossprod(X, X) + D : non-conformable arrays
But when i define D within the function 'gre()' then everything is fine.
What wrong i have done?
thanks.
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