On Tue, 2 Apr 2013, Sven Schreiber wrote:
Hi,
a colleague asked me about a non-convergence problem with his
application of the SVAR package. I can replicate the error, which gives:
...
Das Konvergenzkriterium wurde nicht getroffen
*** error in function estC
> catch scalar ll = NRmax(theta, "loglik(&theta, &dat, -1)",
"scoreC(&g, &theta, &dat)", "PseudoHessC(&H, &theta,
&dat)")
called by function SVAR_estimate
Fehler bei Skriptausführung: Stopp
> SVAR_estimate(&Mod,1) # 1 = not quiet
...
(BTW, this is a type-2 "C" model call, if you want to pinpoint the exact
line in the code that is called.)
Sorry for the German, but this actually gave me a thought here: the
error message ("convergence criterion not met", in German) comes from an
internal function because it is translated. I assume it's from NRmax(),
but then I wonder: isn't Jack's use of 'catch' supposed to suppress this
error message or at least suppress the interruption?
In theory, yes. Could you send me the data + a script, please?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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