[R] Error "system is computationally singular" by using function dmvnorm

Alla Bulashevska alla.bullashevska at fdm.uni-freiburg.de
Wed Nov 18 15:10:56 CET 2009


Dear R users,
i try to use function dmvnorm(x, mean, sigma, log=FALSE)
from R package mvtnorm to calculate the probability of x
under the multivariate normal distribution with mean equal
to mean and covariance matrix sigma.
I become the following 
Error in solve.default(cov, ...) :
  system is computationally singular: reciprocal condition
number = 1.81093e-19

What could be the reason of it?
Thank you in Advance,
Alla.



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