[R] cov.nnve error message

[Talbot Katz]

Hi.

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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