[R] cov.nnve error message

From: Talbot Katz <topkatz_at_msn.com>
Date: Tue 23 Jan 2007 - 18:18:49 GMT


I have a data matrix of size 3072x1910. I can compute a standard 1910x1910 covariance matrix for this, and it comes out positive definite. I wanted to compute a robust covariance matrix with cov.nnve (in the covRobust library).   It failed with the following error message:

Error in while (abs(loglik.new - loglik.old)/(1 + abs(loglik.new)) > convergence) { :

        missing value where TRUE/FALSE needed In addition: Warning message:
value out of range in 'gammafn'

So I'm seeking advice / assistance. I have also tried covRob (in the robust library), which has some different methods for robust covariance estimation, but it runs out of memory (I usually have about 1.5Gb available).

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