Add convergenceexception information (#484)

In order to add informative hints to ConvergenceExceptions, I have added a
`info` field to `ConvergenceException` structs. If the `info` field is not
empty, it will also be printed with the error message for
`ConvergenceExceptions`. This is useful to inform the user of why he or she may
be experiencing problems with convergence, and to suggest ways to avoid these
errors. For an example of this, see JuliaStats/GLM.jl#303.

Author: galenlynch

src/statmodels.jl

@@ -467,21 +467,26 @@ struct ConvergenceException{T<:Real} <: Exception
     iters::Int
     lastchange::T
     tol::T
-    function ConvergenceException{T}(iters, lastchange::T, tol::T) where T<:Real
+    msg::String
+    function ConvergenceException{T}(iters, lastchange::T, tol::T, msg::String) where T<:Real
         if tol > lastchange
             throw(ArgumentError("Change must be greater than tol."))
         else
-            new(iters, lastchange, tol)
+            new(iters, lastchange, tol, msg)
         end
     end
 end
 
-ConvergenceException(iters, lastchange::T=NaN, tol::T=NaN) where {T<:Real} =
-    ConvergenceException{T}(iters, lastchange, tol)
+ConvergenceException(iters, lastchange::T=NaN, tol::T=NaN,
+                     msg::AbstractString="") where {T<:Real} =
+    ConvergenceException{T}(iters, lastchange, tol, String(msg))
 
 function Base.showerror(io::IO, ce::ConvergenceException)
     print(io, "failure to converge after $(ce.iters) iterations.")
     if !isnan(ce.lastchange)
         print(io, " Last change ($(ce.lastchange)) was greater than tolerance ($(ce.tol)).")
     end
+    if !isempty(ce.msg)
+        print(io, ' ', ce.msg)
+    end
 end

test/statmodels.jl

@@ -40,5 +40,8 @@ m = rand(3,4)
 @test sprint(showerror, ConvergenceException(10, 0.2, 0.1)) ==
     "failure to converge after 10 iterations. Last change (0.2) was greater than tolerance (0.1)."
 
+@test sprint(showerror, ConvergenceException(10, 0.2, 0.1, "Try changing maxIter.")) ==
+    "failure to converge after 10 iterations. Last change (0.2) was greater than tolerance (0.1). Try changing maxIter."
+
 err = @test_throws ArgumentError ConvergenceException(10,.1,.2)
 @test err.value.msg == "Change must be greater than tol."