Hi,
Is there documentation on what this error flag means? I’m using the algebra_solver_newton() and getting a bunch of these messages during warmup and frequently post-warmup.
Informational Message: The current Metropolis proposal is about to be rejected because of the following issue:
Exception: algebra_solver failed with error flag -5
Thanks in advance
We really should make errors more informative for ode & nonlinear solvers.
Newton solver is based on a third-party library. Flag -5 indicates line search failure. See here for details.
I’m noticing that with small values ( even < 0.1 ), the algebra_solver_newton() fails with error flag -5. I had parameters that were inputs to the solver and got a long list of error flags; after switching those parameters to fixed values in transformed data, the errors went away, but not when the values were small.
It would be very convenient if I could wrap the nleqslv() from the nleqslv R library to do my root finding of a system of nonlinear equations, since I know the analytical derivative and nleqslv() doesn’t have this issue with small values.