Re: [R] computationally singular

From: Christian Hennig <chrish_at_stats.ucl.ac.uk>
Date: Tue 09 Aug 2005 - 03:05:55 EST

Once I had a situation where the reason was that the variables were scaled to extremely different magnitudes. 1e-25 is a *very* small number but still there is some probability that it may help to look up standard deviations and to multiply the
variable with the smallest st.dev. with 1e20 or something.

Best,
Christian

On Mon, 8 Aug 2005, Weiwei Shi wrote:

> Hi,
> I have a dataset which has around 138 variables and 30,000 cases. I am
> trying to calculate a mahalanobis distance matrix for them and my
> procedure is like this:
>
> Suppose my data is stored in mymatrix
> > S<-cov(mymatrix) # this is fine
> > D<-sapply(1:nrow(mymatrix), function(i) mahalanobis(mymatrix, mymatrix[i,], S))
> Error in solve.default(cov, ...) : system is computationally singular:
> reciprocal condition number = 1.09501e-25
>
> I understand the error message but I don't know how to trace down
> which variables caused this so that I can "sacrifice" them if there
> are not a lot. Again, not sure if it is due to some variables and not
> sure if dropping variables is a good idea either.
>
> Thanks for help,
>
> weiwei
>
>
> --
> Weiwei Shi, Ph.D
>
> "Did you always know?"
> "No, I did not. But I believed..."
> ---Matrix III
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>


R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Aug 09 03:12:36 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:39:45 EST