[R] Error "system is computationally singular" by using function dmvnorm

Uwe Ligges
Thu, 19 Nov 2009 17:44:49 -0000

Alla Bulashevska wrote:
> 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


Probably your sigma is almost singular and can't be inverted in the
calculation of the Mahalanobis distance.

Uwe Ligges




>
> What could be the reason of it?
> Thank you in Advance,
> Alla.
>
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