I have this error in R, I can't solve it :
Error in chol.default(temp) : the leading minor of order 445 is not positive definite In addition: Warning message: In smooth.basis1(argvals, y, fdParobj, wtvec = wtvec, fdnames = fdnames, : Matrix of basis function values has rank 799 < dim(fdobj$basis)[2] = 800 ignoring null space
I want to smooth data. My data set have 44 467 rows, and just one variable to smooth. I don't have problem to smooth with 200,300,400,500,600,700 functions. But I can't with 800 and I don't understand why. It's a b-spline smoothing with no penalty here. ( also I don't have problem to smooth with penalty with 200,300,400,500,600,700 functions.)
n=44467
argvals=data_totale$temps_ref_st
library(fda)
TableGCV<-c()
i is the number of basis
j lambda for penalization (here =0)
for (i in c(800)) {
for (j in c(0)) {
basisobj = create.bspline.basis(c(0, max(argvals)),i)
fdParobj = fdPar(fdobj=basisobj, Lfdobj=2, j)
smoothlist = smooth.basis(argvals, mdata, fdParobj)
xfd_acc = smoothlist$fd
xfd_acc_coef = smoothlist$fd$coefs
#GCV output
gcv = smoothlist$gcv
TableGCV <- rbind(TableGCV,c(i,j,gcv))
}
}
Thanks for your help
This code works on my R:
library(fda)
n <- 44467
set.seed(12345)
argvals <- 1:n
mdata <- cumsum(rnorm(n))
TableGCV<-c()
for (i in c(800)) {
for (j in c(0)) {
basisobj <- create.bspline.basis(c(0, max(argvals)),i)
fdParobj <- fdPar(fdobj=basisobj, Lfdobj=2, j)
smoothlist <- smooth.basis(argvals, mdata, fdParobj)
xfd_acc <- smoothlist$fd
xfd_acc_coef <- smoothlist$fd$coefs
gcv <- smoothlist$gcv
TableGCV <- rbind(TableGCV,c(i,j,gcv))
}
}
plot(smoothlist)