Something like the following may be what you are looking for.
try.out <- try(dmt(y[,j],new$mu[,,4],sigij,ceiling(new$nu[4])),silent=TRUE)
if (class(try.out) == 'try-error'} ) {
out <- NaN
} else { out <- try.out
}
-Don
--
Don MacQueen
Lawrence Livermore National Laboratory
7000 East Ave.,
I am trying to use the dmt function in the package {mnormt}. Throughout my
algorithm, the covariance matrix is sometime calculated to be singular.
When attempting to calculate the dmt function with a covariance that is not
positive definite, I would like it to return Inf or NaN instead of an erro
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