I think the problem might be caused two variables are very correlated. Should I check the cov matrix and try to delete some? But i am just not quite sure of your reply. Could you detail it with some steps?
thanks, weiwei On 8/8/05, Christian Hennig <[EMAIL PROTECTED]> wrote: > Once I had a situation where the reason was that the variables were > scaled to extremely different magnitudes. 1e-25 is a *very* small number > but still there is some probability that it may help to look up standard > deviations and to multiply the > variable with the smallest st.dev. with 1e20 or something. > > Best, > Christian > > On Mon, 8 Aug 2005, Weiwei Shi wrote: > > > 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 > > > > ______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! > > http://www.R-project.org/posting-guide.html > > > > *** NEW ADDRESS! *** > Christian Hennig > University College London, Department of Statistical Science > Gower St., London WC1E 6BT, phone +44 207 679 1698 > [EMAIL PROTECTED], www.homepages.ucl.ac.uk/~ucakche > -- Weiwei Shi, Ph.D "Did you always know?" "No, I did not. But I believed..." ---Matrix III ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
