18 hours into a simulation I hit an error in the integrate() function:
roundoff error was detected
The call is
integrate(..., abs.tol = 1e-10, rel.tol = 1e-12)
I had also parallelised my code over 8 cores so it will be time consuming to reproduce the error. Does anyone know what this error means? Any tips on debugging inside a parfor loop? There would have been > thousands of unproblematic integrations before the error occurred.
The integral is occurring inside a call to optim() so I require high accuracy to ensure a smooth function to optimise.