diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/estUtil.R | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/R/estUtil.R b/R/estUtil.R index 58cbe0c..a03c767 100644 --- a/R/estUtil.R +++ b/R/estUtil.R @@ -15,8 +15,10 @@ levbmqdt <- function(...,obj,theta0,N,opt){ sumsq0 <- sum(e^2)/N # variable to count the number of times objective function is called countObj <- 0 + sumSqDiff <- 9E-3*sumsq0 repeat{ + i=i+1 # Update gradient l <- obj(theta0,e,dots) @@ -38,7 +40,7 @@ levbmqdt <- function(...,obj,theta0,N,opt){ countObj <- countObj + 1 # no major improvement - if(abs(sumSqDiff) < 0.01*sumsq0) break + if(abs(sumSqDiff) < 1E-4*sumsq0) break # If sum square error with the updated parameters is less than the # previous one, the updated parameters become the current parameters @@ -55,7 +57,6 @@ levbmqdt <- function(...,obj,theta0,N,opt){ } if(abs(sumSqDiff) < 0.01*sumsq0) break if(termPar < tol) break - i=i+1 if(i == maxIter) break } if(termPar < tol){ @@ -111,7 +112,7 @@ armaxGrad <- function(theta,e,dots){ N <- dim(y)[1]-2*n if(is.null(e)){ - eout <- matrix(rep(0,N+2*n)) + eout <- matrix(c(rep(0,n),dots[[4]][,],rep(0,n))) } else{ eout <- matrix(c(rep(0,n),e[,])) } |