Re: [R] Error system is computationally singular by using function dmvnorm
Alla Bulashevska wrote: Dear R users, i try to use function dmvnorm(x, mean, sigma, log=FALSE) from R package mvtnorm to calculate the probability of x under the multivariate normal distribution with mean equal to mean and covariance matrix sigma. I become the following Error in solve.default(cov, ...) : system is computationally singular: reciprocal condition number = 1.81093e-19 Probably your sigma is almost singular and can't be inverted in the calculation of the Mahalanobis distance. Uwe Ligges What could be the reason of it? Thank you in Advance, Alla. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Error system is computationally singular by using function dmvnorm
Dear R users, i try to use function dmvnorm(x, mean, sigma, log=FALSE) from R package mvtnorm to calculate the probability of x under the multivariate normal distribution with mean equal to mean and covariance matrix sigma. I become the following Error in solve.default(cov, ...) : system is computationally singular: reciprocal condition number = 1.81093e-19 What could be the reason of it? Thank you in Advance, Alla. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Error system is computationally singular by using function dmvnorm
It means that your covariance matrix sigma is numerically singular. Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Alla Bulashevska Sent: Wednesday, November 18, 2009 9:11 AM To: r-help@r-project.org Subject: [R] Error system is computationally singular by using function dmvnorm Dear R users, i try to use function dmvnorm(x, mean, sigma, log=FALSE) from R package mvtnorm to calculate the probability of x under the multivariate normal distribution with mean equal to mean and covariance matrix sigma. I become the following Error in solve.default(cov, ...) : system is computationally singular: reciprocal condition number = 1.81093e-19 What could be the reason of it? Thank you in Advance, Alla. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.