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## File Name: cdm_calc_increment_regularization.R
## File Version: 0.363
cdm_calc_increment_regularization <- function( d1, d2, x0, regular_lam_used,
max.increment, regular_type, regular_n=1, eps=1E-10, adj_fac=.98)
{
d2a <- ( abs(d2) + eps )
val <- x0 + d1 / d2a
vt <- d2a
val1 <- vt*val
regular_lam_used <- regular_n * regular_lam_used
updated <- cdm_parameter_regularization(x=val1, regular_type=regular_type,
regular_lam=regular_lam_used)
updated <- updated / vt
increment <- updated - x0
max.increment <- 3
increment <- cdm_trim_increment( increment=increment, max.increment=max.increment )
updated <- x0 + increment
#- compute indicator for regularized estimate
parm_regularized <- ( regular_lam_used > 0 ) & ( abs(updated) < eps )
numb_regularized <- sum(parm_regularized)
max.increment <- max(abs(increment)) / adj_fac
#--- output
res <- list( increment=increment, updated=updated, max.increment=max.increment,
parm_regularized=parm_regularized, numb_regularized=numb_regularized)
return(res)
}
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