diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/estUtil.R | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/R/estUtil.R b/R/estUtil.R index 26c0fa6..f826d1a 100644 --- a/R/estUtil.R +++ b/R/estUtil.R @@ -23,12 +23,13 @@ levbmqdt <- function(...,obj,theta0,N,opt){ g <- t(l$grad)%*%e termPar <- norm(g,"2")/sumsq0/100 - if(termPar < tol) break + theta <- theta0 repeat{ # Update Parameters H <- t(l$grad)%*%l$grad + d*diag(dim(theta0)[1]) - Hinv <- solve(H); + Hinv <- solve(H); + if(termPar < tol) break theta <- theta0 + Hinv%*%g # Evaulate sum square error |