I get an error saying “Singular Covariance Matrix after 33 iteration” while doing a Robust Mahalanobis Distance Calculation

A: This error can happen when the robust outlier rejection algorithm does not converge. This is more likely to happen if the data has the following characteristics:

– Many tied values: e.g. Column X and Y contains the same value for a number of rows

– Duplicate columns

– Columns with all constant or all zero

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