[R] Rep mahalanobis distance
Cabannes
scabannes at free.fr
Fri Jun 24 16:13:22 CEST 2005
Dear Karen,
> I am trying to calculate Mahalanobis distances for a matrix called
> "fgmatrix"
>
> Then I get an error message "Covariance matrix is apparently singular"
>
> What does this mean? I can't see anything strange about the covariance
> matrix, and am not getting anywhere with the help files.
>
As you can read in the help for "mahalanobis distance" :
Returns the Mahalanobis distance of all rows in 'x' and the vector
mu='center' with respect to Sigma='cov'. This is (for vector 'x')
defined as
D2 = (x - mu)' Sigma^{-1} (x - mu)
that need to invert the cov matrix, so if not invertible...
Sam
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