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Condition number in R

The condition number is the ratio of the largest to the smallest eigenvalue of a matrix. It is used in assessing multicollinearity. See an example of its use in Hair JF, Anderson, RE, Tatham, RL and Black WC Multivariate Data Analysis (1998) Prentice-Hall, NJ. High values are associated with high correlations amongst variables in a matrix.

For a matrix, m, typing kappa(m) produces the condition index for m using R. Typing help(kappa) in R gives further details.

None: FAQ/condnoR (last edited 2013-03-08 10:17:18 by localhost)