[R] NLOPTR

Bert Gunter bgunter.4567 at gmail.com
Thu Jul 16 19:18:29 CEST 2015


1. I have no idea.

2. However, I doubt that your strategy would work anyway. If there is
not an outright error, you are probably stuck in some endless loop or
are wandering around at random on an essentially "flat" hypersurface.
You would need to change convergence criteria or change the
parameterization of and/or simplify your model before proceeding if
that is the case. Although I would have thought you would have run up
against some sort of maximum iterations limit...

Cheers,
Bert
Bert Gunter

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
   -- Clifford Stoll


On Thu, Jul 16, 2015 at 10:11 AM, Olu Ola via R-help
<r-help at r-project.org> wrote:
> Hello,
> I have been running a nonlinear GMM using the nloptr wrapper since the last 7 days. The maximum time I have to run the code on the server that I am using to run this code is 7 days which expires in about an hour when the server automatically terminates it. I will like to know if there is a way that I can obtain the estimates at the point of termination so that I can use these estimates as the new starting values for another round of estimation.
>
> Thank you.
>
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