Weiwei Shi wrote: >I think the problem might be caused two variables are very correlated. >Should I check the cov matrix and try to delete some? >But i am just not quite sure of your reply. Could you detail it with some >steps? > >thanks, > > Why not do principal component analysis? To identify the zero variance linear combination(s) look at the nzero eigenvalues. Also, it *might* make sense to calculate a " mahalanobis" distance replacing the matrix inverse with a pseudoinverse.
Kjetil >weiwei > >On 8/8/05, Christian Hennig <[EMAIL PROTECTED]> wrote: > > >>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 >>> >>> >>> >>*** NEW ADDRESS! *** >>Christian Hennig >>University College London, Department of Statistical Science >>Gower St., London WC1E 6BT, phone +44 207 679 1698 >>[EMAIL PROTECTED], www.homepages.ucl.ac.uk/~ucakche >> >> >> > > > > -- Kjetil Halvorsen. Peace is the most effective weapon of mass construction. -- Mahdi Elmandjra -- Internal Virus Database is out-of-date. Checked by AVG Anti-Virus. ______________________________________________ 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
