Error Files
Error files have a .err extension and are kept in the \Strategy\STRFiles
folder. We hope that you never see this kind of file, but errors do happen and you
need to find out why to keep the error from happening again.
If an operation (like a regression or a GridSearch) fails dramatically, no
normal output may be generated. In that case, the failing program attempts to
write an appropriate clue as to the reason for its failure. Note that completed
output files may also contain error messages if the error allowed the generation
of the output file.