[R] multivariate Shapiro Wilks test

From: Anna Oganyan <aoganyan_at_niss.org>
Date: Tue 03 May 2005 - 19:29:35 EST


Hello,
I have a question about multivariate Shapiro-Wilks test. I tried to analyze if the data I have are multivariate normal, or how far they are from being
multivariate normal. However, any time I did
>mshapiro.test(mydata)

I get the message:
Error in solve.default(R %*% t(R), tol = 1e-18) :

        system is computationally singular: reciprocal condition number = 5.38814e-021

I tried also to generate some multivariate normal data and to see how the test would be working on it. So I did: a <- mvrnorm(1000, c(1,2,3,4,5), diag(5)) mshapiro.test(a)

But any time I get:
Error in solve.default(R %*% t(R), tol = 1e-18) :

        system is computationally singular: reciprocal condition number = small number

Could somebody help me what is wrong with this example? Thank you very much in advance!
Anna



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