Dear All,
 
I have written the  following programs  to find a non-singular (10*10) covariance matrix.
Here  is the program:
 
nitems <- 10

x <- array(rnorm(5*nitems,3,3), c(5,nitems))

sigma <- t(x)%*%x

inverse <- try(solve(sigma), TRUE)

 

while(inherits(inverse, "try-error")) 

{

x <- array(rnorm(5*nitems,3,3), c(5,nitems))

sigma <- t(x)%*%x

inverse <- try(solve(sigma), TRUE)

}

 

The loop doesn't stop ...  This means that  no "non-singular" matrix was found!!!

some thing wrong !!

 

Thanks a lot for any reply

 

Bernard

 

 

 


		
---------------------------------


	[[alternative HTML version deleted]]


