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