update_eta_bktk {L2E}

Eta update using Newton's method with backtracking

Description

update_eta_bktk updates the precision parameter tau = e^eta for L2E regression using Newton's method

Usage

update_eta_bktk(r, eta, max_iter = 100, tol = 1e-10)

Arguments

r

Vector of residual

eta

Initial estimate of eta

max_iter

Maximum number of iterations

tol

Relative tolerance

Value

Returns a list object containing the new estimate for eta (scalar), the number of iterations (scalar) the update step utilized, the eta and objective function solution paths (vectors), and the first and second derivatives calculated via Newton's method (vectors)