How to detect warnings in R and have a while loop run on a function as along as warnings are outputted?

I am currently running functions such as stan_glm and stan_glmer from the rstan package in R. I am calling each function 1000 times, and it turns out that about 75% of these runs result in an warning such as:

Warning messages:
1: There were 184 divergent transitions after warmup. Increasing adapt_delta above 0.95 may help. See
http://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup 
2: There were 1 chains where the estimated Bayesian Fraction of Missing Information was low. See
http://mc-stan.org/misc/warnings.html#bfmi-low 
3: Examine the pairs() plot to diagnose sampling problems
4: Markov chains did not converge! Do not analyze results!

I would like to create a while loop that re-runs the function until I come across a run without an warning. Is there a way to flag or detect such warning messages as the one above? Thanks.

Solution

You can use tryCatch() function to catch errors and warnings and adjust your workflow based on the result, i.e:

x = -3.5

repeat{

  x <- x + 0.6
  print( paste("Current value of x is", x) )

  result <- tryCatch( log( x ), 
                      error = function(e) e, 
                      warning = function(w) w ) 

  if (inherits(result,"warning")) next  # For warnings - continue the next iteration
  if (inherits(result,"error")) stop( result )  # For errors - stop


  print( paste0(" log(",x,")=", result))
  break 
}

# [1] "Current value of x is -2.9"
# [1] "Current value of x is -2.3"
# [1] "Current value of x is -1.7"
# [1] "Current value of x is -1.1"
# [1] "Current value of x is -0.5"
# [1] "Current value of x is 0.1"
# [1] " log(0.1)=-2.30258509299404"

However, be very careful with repeat and while loops as you might end up creating an infinite loop. It might be a good idea to check how many iterations the loop has executed and abort it in case there have been too many iterations:

x = -3.5
iter <- 0

while (iter < 100) {

  x <- x + 0.6
  iter <- iter + 1

  print( paste("Current value of x is", x) )

  result <- tryCatch( log( x ), 
                      error = function(e) e, 
                      warning = function(w) w ) 

  if (inherits(result,"warning")) next  # For warnings - continue the next iteration
  if (inherits(result,"error")) stop( result )  # For errors - stop


  print( paste0(" log(",x,")=", result))
  break 
}