I get this error while computing partial correlation.
*Error in solve.default(Szz) :
system is computationally singular: reciprocal condition number =
4.90109e-18*
Why is it?Can anyone give me some idea ,how do i get rid it it?
This is the function i use for calculating partial correlation.
pcor.mat <- function(x,y,z,method="p",na.rm=T){
x <- c(x)
y <- c(y)
z <- as.data.frame(z)
if(dim(z)[2] == 0){
stop("There should be given data\n")
}
data <- data.frame(x,y,z)
if(na.rm == T){
data = na.omit(data)
}
xdata <- na.omit(data.frame(data[,c(1,2)]))
Sxx <- cov(xdata,xdata,m=method)
xzdata <- na.omit(data)
xdata <- data.frame(xzdata[,c(1,2)])
zdata <- data.frame(xzdata[,-c(1,2)])
Sxz <- cov(xdata,zdata,m=method)
zdata <- na.omit(data.frame(data[,-c(1,2)]))
Szz <- cov(zdata,zdata,m=method)
# is Szz positive definite?
zz.ev <- eigen(Szz)$values
if(min(zz.ev)[1]<0){
stop("\'Szz\' is not positive definite!\n")
}
# partial correlation
Sxx.z <- Sxx - Sxz %*% solve(Szz) %*% t(Sxz)
print(Sxx.z) # this gets printed
rxx.z <- cov2cor(Sxx.z)[1,2] #some problem in this function
function (V)
{
print("cov2cor")
p <- (d <- dim(V))[1]
if (!is.numeric(V) || length(d) != 2L || p != d[2L])
stop("'V' is not a square numeric matrix")
Is <- sqrt(1/diag(V))
if (any(!is.finite(Is)))
warning("diag(.) had 0 or NA entries; non-finite result is
doubtful")
r <- V
r[] <- Is * V * rep(Is, each = p)
r[cbind(1L:p, 1L:p)] <- 1
r
}
return(rxx.z)
}
--
Thanks
Moumita
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