Hello R helpers, I'm trying to use Mahalanobis distance to calculate distance of two time series, to make some comparations with euclidean distance, DTW, etc, but I'm having some dificults.
I have, for example, two objects: s.1 <- c( 5.6324702, 1.3994353, -3.2572327, -3.8311846, -1.2248719, 0.9894694, -2.2835332, -5.1969285, -5.2823988, -3.1499400, -1.7307950, 2.8221209, 0.7005370, 4.9601216, 9.4527303) s.2 <- c(-1.000489e-03, -8.577807e-04, -7.150633e-04, -5.716564e-04, -4.280622e-04, -2.860101e-04, -1.451796e-04, -2.202688e-06, 1.441569e-04, 2.891237e-04, 4.280430e-04, 5.652797e-04, 7.100960e-04, 8.619236e-04, 1.007821e-03) when I try to calculate distance with *dist *function and *proxy *package like this: library(proxy) dist(rbind(s.1, s.2), method="mahalanobis") I have the following error: system is computationally singular: reciprocal condition number = 3.84863e-020 if I try with de* mahalanobis() *function I have the same problem test <- rbind(s.1, s.2) mahalanobis(test, center=colMeans(test), cov=var(test)) And trying with diferent series I have the following error: "Lapack routine dgesv: system is exactly singular" I found some similar errors on the mailing list, but couldn't find some useful help for my case. Am I doing something wrong? Isn't it possible to use mahalanobis distance with that kind of data? Thank you very much for your help. -- View this message in context: http://r.789695.n4.nabble.com/Mahalanobis-Distance-tp3844960p3844960.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.