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