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author | Suraj Yerramilli | 2016-02-14 12:04:39 +0530 |
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committer | Suraj Yerramilli | 2016-02-14 12:04:39 +0530 |
commit | 2c35f3145ae3c2b3d78b1d1f2bbdb890cb581c45 (patch) | |
tree | ad7fc12b0ca43121729d4c369527fb067d6f5d6d /R/estUtil.R | |
parent | 650e3d6a5b6fec262b4d6d3c1d05f74f0ddc351b (diff) | |
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corrected the search direction
Diffstat (limited to 'R/estUtil.R')
-rw-r--r-- | R/estUtil.R | 2 |
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 |