I am using the Apache Math Library for Java to find OLS regression for a dataset. However, sometimes I get the following error: "org.apache.commons.math3.linear.SingularMatrixException: the matrix is singular"
The data to which regression is applied are not always the same. This is a set created after going through the decision tree. Here is one example of a dataset that throws this exception:
[1.41385, 0.0, 19.58, 1.0, 0.871, 6.129, 96.0, 1.7494, 5.0, 403.0, 14.7, 321.02, 15.12, 17.0,
0.59005, 0.0, 21.89, 0.0, 0.624, 6.372, 97.9, 2.3274, 4.0, 437.0, 21.2, 385.76, 11.12, 23.0,
8.24809, 0.0, 18.1, 0.0, 0.713, 7.393, 99.3, 2.4527, 24.0, 666.0, 20.2, 375.87, 16.74, 17.8,
2.44953, 0.0, 19.58, 0.0, 0.605, 6.402, 95.2, 2.2625, 5.0, 403.0, 14.7, 330.04, 11.32, 22.3,
2.14918, 0.0, 19.58, 0.0, 0.871, 5.709, 98.5, 1.6232, 5.0, 403.0, 14.7, 261.95, 15.79, 19.4,
2.3139, 0.0, 19.58, 0.0, 0.605, 5.88, 97.3, 2.3887, 5.0, 403.0, 14.7, 348.13, 12.03, 19.1,
2.3139, 0.0, 19.58, 0.0, 0.605, 5.88, 97.3, 2.3887, 5.0, 403.0, 14.7, 348.13, 12.03, 19.1,
2.44953, 0.0, 19.58, 0.0, 0.605, 6.402, 95.2, 2.2625, 5.0, 403.0, 14.7, 330.04, 11.32, 22.3,
8.24809, 0.0, 18.1, 0.0, 0.713, 7.393, 99.3, 2.4527, 24.0, 666.0, 20.2, 375.87, 16.74, 17.8,
2.3139, 0.0, 19.58, 0.0, 0.605, 5.88, 97.3, 2.3887, 5.0, 403.0, 14.7, 348.13, 12.03, 19.1,
2.3004, 0.0, 19.58, 0.0, 0.605, 6.319, 96.1, 2.1, 5.0, 403.0, 14.7, 297.09, 11.1, 23.8,
5.66637, 0.0, 18.1, 0.0, 0.74, 6.219, 100.0, 2.0048, 24.0, 666.0, 20.2, 395.69, 16.59, 18.4,
5.66637, 0.0, 18.1, 0.0, 0.74, 6.219, 100.0, 2.0048, 24.0, 666.0, 20.2, 395.69, 16.59, 18.4,
2.3139, 0.0, 19.58, 0.0, 0.605, 5.88, 97.3, 2.3887, 5.0, 403.0, 14.7, 348.13, 12.03, 19.1,
2.3139, 0.0, 19.58, 0.0, 0.605, 5.88, 97.3, 2.3887, 5.0, 403.0, 14.7, 348.13, 12.03, 19.1,
14.0507, 0.0, 18.1, 0.0, 0.597, 6.657, 100.0, 1.5275, 24.0, 666.0, 20.2, 35.05, 21.22, 17.2]
nobs: 16 nvars: 13
How can I avoid getting this error? Is there a python-like Java solution written here .