The data structure returned by optimx (that you're storing as gmmiv) is
like a data frame, and stores the conversion code in the field convcode.
So do something like this:
gmmiv =Optimx()
if (gmmiv$convcode ==0) {
store[j,] = coef(gmmiv)
}
On Tue, Sep 15, 2015 at 3:12 PM, Olu Ola <oluola2...@yahoo.com> wrote:
> Thanks Will.
> Below is the flow of my code
>
> Yhat is the fitted value
> Errhat is the difference between the dependent variable and the yhat
> gmmdata is the data name
>
> N <- nrow(gmmdata)
> B <- 1000
> store <- matrix(0,B,11)
> for (j in 1:B) {
> index = sample(1:N, N, replace=T)
> errnew = errhat[index]
> yt = yhat + errnew
> objective function subroutine
> gradient function subroutine
> gmmiv =Optimx()
> store[j,] = coef(gmmiv)
> }
>
> What I want to do is that if the convergence code from optimx for a
> particular iteration is Not zero, then it should not be stored in store[j,].
>
> Any help will be appreciated
>
> Thank you
>
>
>
>
>
>
> --------------------------------------------
> On Tue, 9/15/15, Will Hopper <wjhopper...@gmail.com> wrote:
>
> Subject: Re: [R] Drop in a Loop
> To: "Olu Ola" <oluola2...@yahoo.com>
> Cc: r-help@r-project.org
> Date: Tuesday, September 15, 2015, 2:30 PM
>
> I
> think you ought to show a small example of how the code
> you're using. Are you saving results at every iteration?
> In a list, data frame, etc? People likely need that to help
> answer your question.
>
> Also probably have a look the control list
> argument and the save.failures option, that might be
> something you're interested in.
>
> - Will
>
> On Tue, Sep 15, 2015 at
> 1:34 PM, Olu Ola via R-help <r-help@r-project.org>
> wrote:
> Hello,
>
> I am doing some estimation using optimx and after each round
> of estimation, I store the coefficient. However, I need to
> drop the set of coefficients for which the convergence code
> in optimx is GREATER than Zero. How do I go about this?
>
>
>
> A way forward will be highly appreciated.
>
>
>
> Thank you
>
>
>
> ______________________________________________
>
> R-help@r-project.org
> mailing list -- To UNSUBSCRIBE and more, see
>
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>
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
>
> and provide commented, minimal, self-contained, reproducible
> code.
>
>
>
>
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