system is computationally singular: reciprocal condition number
1. I don't know what StatMatch is. Try using stats::mahalanobis. 2. It's the covariance matrix that is **numerically** singular and can't be inverted. Why do you claim that there's "no way" this could be true when there are hundreds of variables (= dimensions). 3. Try calculating the svd of your matrix and see what you get if you haven't already done so. Cheers, Bert
On Thu, Oct 25, 2012 at 4:14 PM, langvince <langv at purdue.edu> wrote:
Hi folks, I know, this is a fairly common question and I am really disappointed that I could not find a solution. I am trying to calculate Mahanalobis distances in a data frame, where I have several hundreds groups and several hundreds of variables. Whatever I do, however I subset it I get the "system is computationally singular: reciprocal condition number" error. I know what it means and I know what should be the problem, but there is no way this is a singular matrix. I have uploaded the input file to my ftp: http://mkk.szie.hu/dep/talt/lv/CentInpDuplNoHeader.txt It is a tab delimited txt file with no headers. I tried the StatMatch Mahanalobis function and also this function: mahal_dist <-function (data, nclass, nvariable) { dist <- matrix(0, nclass, nclass) n=0 w <- cov(data) print(w) for(i in 1:nclass) { for(c in 1:nclass){ diffl <- vector(length = nvariable) for(l in 1:nvariable){ diffl[l]=abs(data[i,l]-data[c,l]) } ### matrixes print(diffl) dist[i,c]= (t(diffl))%*%(solve(w))%*%(diffl) } n=n+1 print(n) } return(dist) sqrt_dist <- sqrt(dist) print(sqrt_dist) } I have a deadline for this project (not a homework:)), and I could always use this codes, so I thought I will be able to quit the calculations short, but now I am just lost. I would really appreciate any help. Thanks for any help -- View this message in context: http://r.789695.n4.nabble.com/system-is-computationally-singular-reciprocal-condition-number-tp4647472.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at 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.
Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm