[R] multivariate Shapiro Wilks test

Anna Oganyan aoganyan at niss.org
Tue May 3 11:29:35 CEST 2005


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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