Hi all,
I'm running Monte Carlo simulations using the Ox arfima package. For some
simulated series, the estimation occasionally does not converge. This is
easy to deal with, since nonconvergence is indicated by a return value 4
of GetModelStatus. This allows one to remove this particular series, and
generate a new one.
However, sometimes I also get a warning from invertgen ("singular
matrix"). When this is the case, the results show parameter estimates that
are off and huge standard errors. So, I would also like to automatically
remove such series, and replace them by new ones.
The problem is that I do not know how to automatically detect an invertgen
warning. The only sign that something went wrong with invertgen is
that it prints a warning ("singular matrix") to the screen.
According to the documentation, invertgen should also return a value zero
when things went wrong, but I've been unable to make much progress using
this information (ideally, I would just check for the return value of
invertgen).
Any advice would be appreciated!
Eric-Jan
"All science is either physics or stamp collecting".
Lord Rutherford, atomic experimenter
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Eric-Jan Wagenmakers
Department of Developmental Psychology, room 1001
University of Amsterdam
Roetersstraat 15
1018 WB Amsterdam
The Netherlands
Email : [log in to unmask]
Homepage : http://www.psych.nwu.edu/~ej
phone : (+31) 20 525 6909
fax : (+31) 20 639 0279
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