It means that your covariance matrix "sigma" is numerically singular.
Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: [email protected] Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: [email protected] [mailto:[email protected]] On Behalf Of Alla Bulashevska Sent: Wednesday, November 18, 2009 9:11 AM To: [email protected] Subject: [R] Error "system is computationally singular" by using function dmvnorm Dear R users, i try to use function dmvnorm(x, mean, sigma, log=FALSE) from R package mvtnorm to calculate the probability of x under the multivariate normal distribution with mean equal to mean and covariance matrix sigma. I become the following Error in solve.default(cov, ...) : system is computationally singular: reciprocal condition number = 1.81093e-19 What could be the reason of it? Thank you in Advance, Alla. ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
