[R] Rep mahalanobis distance

From: Cabannes <scabannes_at_free.fr>
Date: Sat 25 Jun 2005 - 00:13:22 EST

Dear Karen,

> I am trying to calculate Mahalanobis distances for a matrix called
> "fgmatrix"

> Then I get an error message "Covariance matrix is apparently singular"
> What does this mean? I can't see anything strange about the covariance
> matrix, and am not getting anywhere with the help files.
As you can read in the help for "mahalanobis distance" :

    Returns the Mahalanobis distance of all rows in 'x' and the vector     mu='center' with respect to Sigma='cov'. This is (for vector 'x')     defined as

                D2 = (x - mu)' Sigma^{-1} (x - mu)

that need to invert the cov matrix, so if not invertible...


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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jun 25 00:15:07 2005

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