Message-ID: <cdf8178305080809536f18e4ac@mail.gmail.com>
Date: 2005-08-08T16:53:19Z
From: Weiwei Shi
Subject: computationally singular
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