[R] how to compute condition index?

Kjetil Brinchmann Halvorsen kjetil at acelerate.com
Wed Nov 3 17:32:08 CET 2004

rongguiwong wrote:

>is there any existing function for computing condition index?


>" analysing multivariate data" say that we can use condition index to check 
>multicollinearity.saying that we can get it via SVD. The elements of the 
>diagnoal matrix are the standard deviations of the uncorrelated vectors. the 
>condition index is the ratio of the largest of these numbers to the smallest.
>so if i have a data frame a,containg variables x,y,z.
>my model is :
>so use the following to compute the condition index,but it seems wrong.
>is it wrong?
>R-help at stat.math.ethz.ch mailing list
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html


Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra

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