[R] dmnorm not meant for 1024-dimensional data?

Daniel Elliott danelliottster at gmail.com
Wed Apr 25 20:21:19 CEST 2007


I have some data generated by a simple mixture of Gaussians (more like
K-means) and (as a test) am using dmnorm to calculate the probability
of each data point coming from each Gaussian.  However, I get only
zero probabilities.

This code works in low dimensions (tried 2 and 3 already).  I have run
into many implementations that do not work in high dimension, but I
thought that I was safe with dmnorm because it has an option to
compute the log of the probability.

So, is dmnorm not intended to be used with data of such high dimensionality?

Thank you,

dan elliott

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