Drop in a Loop
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
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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.