On Mon, Jul 19, 2010 at 9:09 AM, Wendy Han <wendyha...@gmail.com> wrote:
> Hi, > > Excuse me for asking this silly question. But I really couldn't understand > why cov() and ccov() don't work for my calculation of covariance matrix. > > a <- matrix(1:8, 2, 4) > a > [,1] [,2] [,3] [,4] > [1,] 1 3 5 7 > [2,] 2 4 6 8 > > ccov(a) > Error in solve.default(cov, ...) : > Lapack routine dgesv: system is exactly singular > I also tried colume bind, but it still doesn't work. > > a1<- a[,1] > > a2 <- a[,2] > > a3<- a[,3] > > a4 <- a[,4] > > acomb <- cbind(a1,a2,a3,a4) > > acomb > a1 a2 a3 a4 > [1,] 1 3 5 7 > [2,] 2 4 6 8 > > ccov(acomb) > Error in solve.default(cov, ...) : > Lapack routine dgesv: system is exactly singular > Yesterday, I used cov(), my function worked well. But today I ran the same > code, it returned an error like: > > cov(td12) > Error in solve.default(cov, ...) : > system is computationally singular: reciprocal condition number = > 1.97276e-24 > In addition: Warning message: > 'cov' is deprecated. > Use 'ccov' instead. > See help("Deprecated") > I don't know what is wrong, and I appreciate you kind help! Thank you! > > Wendy > > [[alternative HTML version deleted]] ______________________________________________ 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.