in part of my code, I have something like :
for(i in 1:k){
for(j in 1:n){
coeff <- tr(ginv(Sigma.list[[i]])%*%(Yi.list[[j]]-Mu.list[[i]])%*%A2%*%t(Yi.list[[j]]-
Mu.list[[i]]))}}
Yi s are each of n 2by40 observation matrices which are grouped in different clusters. Sigmas are 2by2 var matrix in each cluster i. Mu s are mean matrix in each cluster i. , A2 is formed from
A2 <- array(0, c(Tt, Tt))
for (i in 1:Tt){
if (i == 1){
A1[i,(i+1)] <- 1
}else if (i == Tt){
A1[i,(i-1)] <- 1
}else {
A1[i,(i-1)] <- 1
A1[i,(i+1)] <- 1
A2[i,i] <- 1
}
}
I get error : Error in svd(X) : infinite or missing values in 'x'
as far as I check, I do not have any missing value or zero matrices or infinite ones. what does this error exactly telling me?