[R] optim function

From: R Granell, Medicine <Raquel.Granell_at_bristol.ac.uk>
Date: Thu 11 May 2006 - 20:18:06 EST


Hello,

I want to use optim with simulated data. My program generates a sample and then calls optim to optimise a function that depends on the generated sample.

I want to do this with 100 samples. But optim does not 'work' for the 100 samples, sometimes I get a message saying that sigma matrix was not invertible and therefore the optimisation was not carried out, and then my program breaks.

Is there any way to implement a condition to avoid this? I mean, how can I specify that if this is the case, ignore such sample and try with the next one.

Many thanks for your help

Raquel



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