Dear All,
I have written the following programs to find a non-singular (10*10)
covariance matrix.
Here is the program:
nitems <- 10
x <- array(rnorm(5*nitems,3,3), c(5,nitems))
sigma <- t(x)%*%x
inverse <- try(solve(sigma), TRUE)
while(inherits(inverse, "try-error"))
{
x <- array(rnorm(5*nitems,3,3), c(5,nitems))
sigma <- t(x)%*%x
inverse <- try(solve(sigma), TRUE)
}
The loop doesn't stop ... This means that no "non-singular" matrix was
found!!!
some thing wrong !!
Thanks a lot for any reply
Bernard
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