Dear All,
I have a question on termination testing during importance sampling. I used SAEM and IMP sequentially as follows: $EST METHOD=SAEM LAPLACE INTERACTION NBURN=3000 NITER=30000 PRINT=10 CTYPE=1 CINTERVAL=10 NOABORT $EST METHOD=IMP LAPLACE INTERACTION NITER=30 CTYPE=1 PRINT=1 ISAMPLE=20000 NOABORT EONLY=1 MAPITER=0 The IMP step completes 30 iterations with the message #TERM: OPTIMIZATION NOT COMPLETED If I look at the 30 iterations it seems odd that the termination criterium was not met - see table below. In addition, the root.cnv output file does only include information about the SAEM Burn-in, which was indeed terminated, but not on the IMP part. Any ideas? Kind regards, Filip De Ridder Janssen R&D MONITORING OF SEARCH: iteration 0 OBJ= -1040.79270825355 eff.= 18884. Smpl.= 20000. Fit.= 0.96728 iteration 1 OBJ= -1041.22721039882 eff.= 8139. Smpl.= 20000. Fit.= 0.90861 iteration 2 OBJ= -1040.90636254178 eff.= 7960. Smpl.= 20000. Fit.= 0.90691 iteration 3 OBJ= -1041.44226717287 eff.= 7998. Smpl.= 20000. Fit.= 0.90717 iteration 4 OBJ= -1040.95071538084 eff.= 8008. Smpl.= 20000. Fit.= 0.90724 iteration 5 OBJ= -1041.22419150397 eff.= 7998. Smpl.= 20000. Fit.= 0.90730 iteration 6 OBJ= -1041.57239188217 eff.= 8010. Smpl.= 20000. Fit.= 0.90739 iteration 7 OBJ= -1041.09660100136 eff.= 8016. Smpl.= 20000. Fit.= 0.90735 iteration 8 OBJ= -1041.25562857940 eff.= 7993. Smpl.= 20000. Fit.= 0.90713 iteration 9 OBJ= -1041.41360999108 eff.= 8019. Smpl.= 20000. Fit.= 0.90745 iteration 10 OBJ= -1041.56018094091 eff.= 8005. Smpl.= 20000. Fit.= 0.90728 iteration 11 OBJ= -1041.02520618588 eff.= 7990. Smpl.= 20000. Fit.= 0.90733 iteration 12 OBJ= -1041.45539992459 eff.= 8011. Smpl.= 20000. Fit.= 0.90739 iteration 13 OBJ= -1041.93095864456 eff.= 8001. Smpl.= 20000. Fit.= 0.90728 iteration 14 OBJ= -1041.52589661482 eff.= 8016. Smpl.= 20000. Fit.= 0.90760 iteration 15 OBJ= -1041.48177246391 eff.= 7985. Smpl.= 20000. Fit.= 0.90717 iteration 16 OBJ= -1041.41608562484 eff.= 8036. Smpl.= 20000. Fit.= 0.90746 iteration 17 OBJ= -1041.09827194526 eff.= 7990. Smpl.= 20000. Fit.= 0.90714 iteration 18 OBJ= -1041.41267372704 eff.= 8015. Smpl.= 20000. Fit.= 0.90739 iteration 19 OBJ= -1041.24437170124 eff.= 8003. Smpl.= 20000. Fit.= 0.90723 iteration 20 OBJ= -1041.38502319648 eff.= 8003. Smpl.= 20000. Fit.= 0.90725 iteration 21 OBJ= -1041.60595559575 eff.= 8018. Smpl.= 20000. Fit.= 0.90725 iteration 22 OBJ= -1041.07447863555 eff.= 7995. Smpl.= 20000. Fit.= 0.90725 iteration 23 OBJ= -1044.02744029407 eff.= 8024. Smpl.= 20000. Fit.= 0.90726 iteration 24 OBJ= -1041.26147186940 eff.= 7994. Smpl.= 20000. Fit.= 0.90749 iteration 25 OBJ= -1041.02132091032 eff.= 8010. Smpl.= 20000. Fit.= 0.90723 iteration 26 OBJ= -1041.69960672796 eff.= 8002. Smpl.= 20000. Fit.= 0.90728 iteration 27 OBJ= -1041.11216053314 eff.= 7989. Smpl.= 20000. Fit.= 0.90729 iteration 28 OBJ= -1041.18001151427 eff.= 8027. Smpl.= 20000. Fit.= 0.90741 iteration 29 OBJ= -1041.52777622052 eff.= 8009. Smpl.= 20000. Fit.= 0.90746 iteration 30 OBJ= -1041.76570085815 eff.= 8005. Smpl.= 20000. Fit.= 0.90726
