How do I catch an rpy2.rinterface.RRuntimeError in Python?

Setup:

Python 3.5.3 |Continuum Analytics, Inc.| (default, Mar 6 2017, 12:15:08)
Mac OSX 10.13.1

Problem:

I have downloaded the following R script https://github.com/daleroberts/heston/blob/master/heston.r and I repeatedly call one of the functions in there via Python using the package RPy2. Now, for some of my inputs that I feed into the R function, R returns the following error:

rpy2.rinterface.RRuntimeError: Error in integrate(PIntegrand, lower = 0, upper = Inf, lambda, vbar, eta, : roundoff error was detected

How do I go about catching this RuntimeError in Python?

Solution

The RRuntimeError is derived from Exception so you should be able to catch it as you would with any other exception.

try:
    # your code
except rpy2.rinterface.RRuntimeError:
    # handle exception

In rpy2 v3.0 and above, RRuntimeError seems to have been moved elsewhere (see example code from documentation) so you may need to use this instead:

try:
    # your code
except rpy2.rinterface_lib.embedded.RRuntimeError:
    # handle exception

More on this: https://docs.python.org/3/tutorial/errors.html#handling-exceptions