data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
CovOgk(hbk.x)
## the following three statements are equivalent
c1 <- CovOgk(hbk.x, niter=1)
c2 <- CovOgk(hbk.x, control = CovControlOgk(niter=1))
## direct specification overrides control one:
c3 <- CovOgk(hbk.x, beta=0.95,
control = CovControlOgk(beta=0.99))
c1
x<-matrix(c(1,2,3,7,1,2,3,7), ncol=2)
## CovOgk(x) - this would fail because the two columns of x are exactly collinear.
## In order to fix it, redefine the default 'vrob' function for example
## in the following way and pass it as a parameter in the control
## object.
cc <- CovOgk(x, control=new("CovControlOgk",
vrob=function(x1, x2, ...)
{
r <- rrcov:::.vrobGK(x1, x2, ...)
if(is.na(r))
r <- 0
r
})
)
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