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CML reports errors, but return code at end reports success?

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Dear GAUSS Users,

I have a question about the return code in CML. I’d like to know whether there is a known issue with it. I am running a regression and want to store the return code in a vector. However that vector is only zeros, which would indicate normal convergence, but there are error messages present in my simulation. I ran another regression with a CO (constrained optimisation) algorithm, and identical storing setup, and there it works.

I hope somebody can help me,

best
 

Oldes

Tags: asked July 25, 2013

2 Answers

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There are many types of errors CML may encounter during the iterations from which it can recover and eventually produce a normal convergence.  These errors may give some indication about your model or data, but the normal convergence indicates that it still arrived at the correct estimate.

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Dear Ron,

yes that was indeed the case, I changed the maximum amount of iterations to two, and now I get returncode = 2 in every case.

thaks a lot!