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

Ravi Varadhan
Wed, 18 Nov 2009 14:50:24 -0000

It means that your covariance matrix "sigma" is numerically singular.

Ravi.
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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: rvaradhan at jhmi.edu

Webpage:
http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
Behalf Of Alla Bulashevska
Sent: Wednesday, November 18, 2009 9:11 AM
To: r-help at r-project.org
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.

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