我一直在使用Synth包(它使用了优化来进行优化),当Synth不收敛时,我无法找到它是否会给出一个不收敛错误的答案。我可以在优化的帮助文件中看到,默认情况下,它不会保存失败(即那些不收敛的答案),因此我猜测,在默认情况下,它不会将这些故障传递给Synth;但是,我想确定我得到的答案已经收敛。是否有一种方法可以通过卷积()设置或其他方法来确保这一点?
发布于 2014-05-30 19:20:14
我看了一下代码,它没有为save.failures设置一个控制值,所以它应该使用optimx的默认行为,正如您已经知道的那样,这个行为是假的。下面是在optimx代码中对synth()的相关调用。
rgV.optim.1 <- optimx(par = SV1, fn = fn.V, gr = NULL,
hess = NULL, method = optimxmethod, itnmax = NULL,
hessian = FALSE, control = list(kkt = FALSE, starttests = FALSE,
dowarn = FALSE, all.methods = all.methods), X0.scaled = X0.scaled,
X1.scaled = X1.scaled, Z0 = Z0, Z1 = Z1, quadopt = quadopt,
margin.ipop = Margin.ipop, sigf.ipop = Sigf.ipop,
bound.ipop = Bound.ipop)
....
rgV.optim.2 <- optimx(par = SV2, fn = fn.V, gr = NULL,
hess = NULL, method = optimxmethod, itnmax = NULL,
hessian = FALSE, control = list(kkt = FALSE,
starttests = FALSE, dowarn = FALSE, all.methods = all.methods),
X0.scaled = X0.scaled, X1.scaled = X1.scaled,
Z0 = Z0, Z1 = Z1, quadopt = quadopt, margin.ipop = Margin.ipop,
sigf.ipop = Sigf.ipop, bound.ipop = Bound.ipop)https://stackoverflow.com/questions/23957792
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