[R] convergence

(Ted Harding) Ted.Harding at manchester.ac.uk
Thu Apr 19 15:01:56 CEST 2007

On 19-Apr-07 12:00:17, rach.s wrote:
> hie..
> how can i write a loop that makes algorithm keeps repeating
> until a solution is converged?do i use a for loop? i know
> that we can use for loop to ask for a number of repetitions,
> but how to use it to ask the algorithm to keep repeating
> until a solution is converged?
> Thanks

There are various ways round this, but a 'for' loop with
a fixed number of iterations is not usully one of them!

The simplest is to use while(). A possibly strategy is

  Y.old <- initial.Y
    Y <- compute.Y(Y.old, ...)
    if(abs(Y - Y.old) < small.number) break
    Y.old <- Y

This will loop indefinitely until the convergence criterion

  abs(Y - Y.old) < small.number

is met, and then stop.

Best wishes,

E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk>
Fax-to-email: +44 (0)870 094 0861
Date: 19-Apr-07                                       Time: 14:01:51
------------------------------ XFMail ------------------------------

More information about the R-help mailing list