FAQ/condnoR42013-03-08 10:17:18localhostconverted to 1.6 markup32007-02-14 16:43:18PeterWatson22007-02-14 16:43:04PeterWatson12007-02-14 16:42:13PeterWatsonCondition number in RThe 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.