In rtestim_path.cpp, the maxiter variable controls the number of iterations per lambda, rather than the total number of iterations. The easiest fix is something like maxiter -= inters, then exit if maxiter < 0. One also needs to eliminate empty solutions (for lambdas we didn't reach) if we stop early.
In
rtestim_path.cpp, themaxitervariable controls the number of iterations per lambda, rather than the total number of iterations. The easiest fix is something likemaxiter -= inters, then exit ifmaxiter < 0. One also needs to eliminate empty solutions (for lambdas we didn't reach) if we stop early.