From 40f4055e6ba4ed836dc4765501c8147a2f5961c9 Mon Sep 17 00:00:00 2001
From: Suraj Yerramilli
Date: Fri, 12 Feb 2016 13:26:31 +0530
Subject: updating residuals only when there is a decrease

---
 R/estUtil.R | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/R/estUtil.R b/R/estUtil.R
index 21e132f..f6f5619 100644
--- a/R/estUtil.R
+++ b/R/estUtil.R
@@ -31,8 +31,8 @@ levbmqdt <- function(...,obj,theta0,N,opt){
       theta <- theta0 + Hinv%*%g
       
       # Update residuals
-      e <- l$Y-l$X%*%theta
-      sumsq <- sum(e^2)
+      fn <- l$Y-l$X%*%theta
+      sumsq <- sum(fn^2)
       sumSqDiff <- sumsq0-sumsq
       countObj <- countObj + 1
 
@@ -44,6 +44,7 @@ levbmqdt <- function(...,obj,theta0,N,opt){
         d <- d/mu
         theta0 <- theta
         sumsq0 <- sumsq
+        e <- fn
         break
       } else{ # increase damping coefficient by a factor of mu
         d <- d*mu
-- 
cgit