R/03_converged.R

In edgarst/dogss: Sparse-Group Bayesian Feature Selection with Expectation Propagation

### test on convergence of algorithm

converged <- function(m_old, m_new, predicterror_old, predicterror_new, current.it,
    tol, iter.max) {

    maxchange <- max(0, abs(m_old - m_new), abs(predicterror_old - predicterror_new))

    if (!is.na(maxchange)) {
        return(maxchange < tol || current.it == iter.max)
    } else {
        # maxchange is NA
        cat("EP crashed!\n")
        return(TRUE)
    }

}