R/Direction.r

Defines functions Direction

Documented in Direction

Direction <- function(W, psi, dX){

# Output:
# stepDirection : vector that points in direction of max L(psi) via Newton step

mat <- as.matrix(HesseL(psi, dX))
stepDirection <- - solve(mat) %*% GradientL(W, psi, dX)
return(stepDirection)
}

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logcondiscr documentation built on May 2, 2019, 3:35 p.m.