r - optimx 中的 Convcode / R 中的 Synth

Question

我一直在使用 Synth 包（它使用 optimx 进行优化），但我找不到 Synth 在不收敛时是否给出不收敛错误的答案。我可以在 optimx 的帮助文件中看到，默认情况下，它不会保存失败（即那些不收敛的答案），所以我猜测默认情况下它不会将这些失败传递给 Synth；但是，我想确保我得到的答案是一致的。有没有办法通过 convcode() 设置或其他方式来确定这一点？

Answer 1

我看了一下代码，它没有设置控制值，所以它应该使用你已经知道的 whicho is FALSEsave.failures的默认行为。以下是代码中optimx的相关调用。optimxsynth()

rgV.optim.1 <- optimx(par = SV1, fn = fn.V, gr = NULL, 
    hess = NULL, method = optimxmethod, itnmax = NULL, 
    hessian = FALSE, control = list(kkt = FALSE, starttests = FALSE, 
        dowarn = FALSE, all.methods = all.methods), X0.scaled = X0.scaled, 
    X1.scaled = X1.scaled, Z0 = Z0, Z1 = Z1, quadopt = quadopt, 
    margin.ipop = Margin.ipop, sigf.ipop = Sigf.ipop, 
    bound.ipop = Bound.ipop)

....

rgV.optim.2 <- optimx(par = SV2, fn = fn.V, gr = NULL, 
    hess = NULL, method = optimxmethod, itnmax = NULL, 
    hessian = FALSE, control = list(kkt = FALSE, 
      starttests = FALSE, dowarn = FALSE, all.methods = all.methods), 
    X0.scaled = X0.scaled, X1.scaled = X1.scaled, 
    Z0 = Z0, Z1 = Z1, quadopt = quadopt, margin.ipop = Margin.ipop, 
    sigf.ipop = Sigf.ipop, bound.ipop = Bound.ipop)