I have modified the RootBrent() routine to just issue a warning if it has trouble, rather than a fatal error. If an error occurs, either solution not bracketed or too many iterations, the same message is produced, and the "current" value is returned.
I've used this in the parallel branch to get past the RootBrent problem. There is typically a flurry of warning messages from RootBrent(), but my simulations, at least, continue an produce reasonable results.
I have modified the
RootBrent()routine to just issue a warning if it has trouble, rather than a fatal error. If an error occurs, either solution not bracketed or too many iterations, the same message is produced, and the "current" value is returned.I've used this in the parallel branch to get past the
RootBrentproblem. There is typically a flurry of warning messages fromRootBrent(), but my simulations, at least, continue an produce reasonable results.