R help - Sep 2015 - Drop in a Loop

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

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 at
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 at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
	[[alternative HTML version deleted]]

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 <wjhopper510 at gmail.com> wrote:

 Subject: Re: [R] Drop in a Loop

 Cc: r-help at 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 at 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 at r-project.org
 mailing list -- To UNSUBSCRIBE and more, see

 https://stat.ethz.ch/mailman/listinfo/r-help

 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html

 and provide commented, minimal, self-contained, reproducible
 code.