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 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
