R/mlnormal_update_theta_newton_step.R

In LAM: Some Latent Variable Models

## File Name: mlnormal_update_theta_newton_step.R
## File Version: 0.08

mlnormal_update_theta_newton_step <- function( theta, der, theta_infomat,
    control_theta )
{
    theta_infomat1 <-  mlnormal_covmat_add_ridge( covmat=theta_infomat,
                            eps=control_theta$ridge )
    Hinv <- solve( theta_infomat1 )
    #*** change in parameters
    theta_diff <- Hinv %*% der
    theta <- theta + theta_diff
    theta <- as.vector(theta)
    #--- output
    res <- list( theta=theta, Hinv=Hinv, theta_infomat=theta_infomat )
    return(res)
}