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authorSuraj Yerramilli2016-02-14 12:04:39 +0530
committerSuraj Yerramilli2016-02-14 12:04:39 +0530
commit2c35f3145ae3c2b3d78b1d1f2bbdb890cb581c45 (patch)
treead7fc12b0ca43121729d4c369527fb067d6f5d6d /R/estUtil.R
parent650e3d6a5b6fec262b4d6d3c1d05f74f0ddc351b (diff)
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corrected the search direction
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-rw-r--r--R/estUtil.R2
1 files changed, 1 insertions, 1 deletions
diff --git a/R/estUtil.R b/R/estUtil.R
index 474aa5d..acc45e8 100644
--- a/R/estUtil.R
+++ b/R/estUtil.R
@@ -31,7 +31,7 @@ levbmqdt <- function(...,obj,theta0,N,opt){
H <- 1/N*t(l$grad)%*%l$grad + d*diag(dim(theta0)[1])
Hinv <- solve(H);
- theta <- theta0 + Hinv%*%g
+ theta <- theta0 - Hinv%*%g
# Evaulate sum square error
fn <- l$Y-l$X%*%theta