Hello,
I have a question about multivariate Shapiro-Wilks test.
I tried to analyze if the data I have are multivariate normal, or how
far they are from being
multivariate normal. However, any time I did
>mshapiro.test(mydata)
I get the message:
Error in solve.default(R %*% t(R), tol = 1e-18) :
system is computationally singular: reciprocal condition number
= 5.38814e-021
I tried also to generate some multivariate normal data and to see how
the test would be working on it. So I did:
a <- mvrnorm(1000, c(1,2,3,4,5), diag(5))
mshapiro.test(a)
But any time I get:
Error in solve.default(R %*% t(R), tol = 1e-18) :
system is computationally singular: reciprocal condition number
= small number
Could somebody help me what is wrong with this example?
Thank you very much in advance!
Anna
Anna,
It looks like the mshapiro.test wants its data in the row format, that is,
for a k-variate sample of size n you need the data in a k-by-n matrix.
Try
a <- t(mvrnorm(1000, c(1,2,3,4,5), diag(5)))
mshapiro.test(a)
and it should work fine.
Cheers,
Andy
__________________________________
Andy Jaworski
518-1-01
Process Laboratory
3M Corporate Research Laboratory
-----
E-mail: apjaworski at mmm.com
Tel: (651) 733-6092
Fax: (651) 736-3122
Anna Oganyan
<aoganyan at niss.or
g> To
Sent by: r-help at stat.math.ethz.ch
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Subject
[R] multivariate Shapiro Wilks test
05/03/2005 04:29
AM
Hello,
I have a question about multivariate Shapiro-Wilks test.
I tried to analyze if the data I have are multivariate normal, or how
far they are from being
multivariate normal. However, any time I did
>mshapiro.test(mydata)
I get the message:
Error in solve.default(R %*% t(R), tol = 1e-18) :
system is computationally singular: reciprocal condition number
= 5.38814e-021
I tried also to generate some multivariate normal data and to see how
the test would be working on it. So I did:
a <- mvrnorm(1000, c(1,2,3,4,5), diag(5))
mshapiro.test(a)
But any time I get:
Error in solve.default(R %*% t(R), tol = 1e-18) :
system is computationally singular: reciprocal condition number
= small number
Could somebody help me what is wrong with this example?
Thank you very much in advance!
Anna
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