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<p>Not a direct fix, but if you are fitting that many models (I
presume, in a simulation study?), you may want to consider using
stochastic approximation instead of the default
Geyer-Thompson-Hummel scheme. (Use main.method="Stochastic" in
the control() list.) SA converges more readily in non-optimal
cases, and fails more gracefully. I've now started using that as
a go-to for simulation studies, or other unsupervised settings
where a small fraction of cases with very slow convergence can
cause problems. (Just be sure to turn off the bridge sampler if
you don't need it, because its settings make it become very slow
if you tune up your MCMC settings with SA (which you should).) <br>
</p>
<p>Hope that helps!</p>
<p>-Carter<br>
</p>
<div class="moz-cite-prefix">On 12/16/22 7:13 AM, James Moody wrote:<br>
</div>
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<p class="MsoNormal"><span style="font-size:11.0pt">Hey Folks –
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">Hope you are
well. <o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">Is there a
control parameter or similar that would change the behavior
when the model detects an error? I.e. I’m seeing this:<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;color:red">Error
in check.objfun.output(out, minimize, d) :
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;color:red"> objfun
returned value that is NA or NaN<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;color:red">MLE
could not be found. Trying Nelder-Mead...<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">Then it goes
on and iterates/searches for a (in my case) hopeless
solution, which is *<b>very</b>* slow. <o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">Is there any
way to get it to just bump out when this (or similar)
happens? Would like to set it up so if it detects anything
like this, it just stops trying.
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">If it were
just one case, I would just interrupt it by hand … but this
is embedded in a set of 100s of such models, so running
unobserved, and when it hits one of these it slows the
process down to a crawl…<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">Thanks in
advance,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">Peaceful
Thoughts,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">Jim<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">James Moody<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">Professor of
Sociology<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt">Director,
Duke Network Analysis Center<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt"><o:p> </o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
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<br>
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