Nothing
dlogr.step <-
function (x.t,y.t,betahat.tm1,varbetahat.tm1,tune.mat) {
if (!is.matrix(x.t)) {
dim(x.t) <- c(1,length(x.t))
}
# first decide the forgetting factor
temp <- apply(tune.mat,1,laplace.fn,x.t=x.t,y.t=y.t,betahat.tm1=betahat.tm1,varbetahat.tm1=varbetahat.tm1)
lambda <- tune.mat[which.max(temp),]
Rhat.t <- varbetahat.tm1
diag(Rhat.t) <- diag(Rhat.t) / lambda
laplace.t <- max(temp)
yhat.t <- dlogr.predict(x.t,betahat.tm1)
Del1 <- t(x.t) %*% (y.t - yhat.t)
Del2 <- -solve(Rhat.t) - (t(x.t) * matrix(rep(yhat.t*(1-yhat.t),dim(x.t)[2]),nrow=dim(x.t)[2],byrow=TRUE)) %*% x.t
betahat.t <- betahat.tm1 - (solve(Del2) %*% Del1)
varbetahat.t <- solve(-Del2)
diag(varbetahat.t) <- abs(diag(varbetahat.t))
return(list(betahat.t=betahat.t,varbetahat.t=varbetahat.t,laplace.t=laplace.t))
}
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