On 02.04.2013 15:55, Riccardo (Jack) Lucchetti wrote:
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?
Done off-list.
thanks,
sven