From 2c35f3145ae3c2b3d78b1d1f2bbdb890cb581c45 Mon Sep 17 00:00:00 2001 From: Suraj Yerramilli Date: Sun, 14 Feb 2016 12:04:39 +0530 Subject: corrected the search direction --- R/estUtil.R | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'R/estUtil.R') 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 -- cgit