Performs parameter update in iterative optimization.
Called by damped_newton_r in the update step
nr_iterate(gradient_val, neghessian_val)Numeric vector of parameter updates (\(\textbf{G}\textbf{u}\))
Numeric vector of gradient values (\(\textbf{u}\))
Negative Hessian matrix (\(\textbf{G}^{-1}\) approximately)
This helper function is a core component of Newton-Raphson optimization. It provides a computationally-stable approach to computing \(\textbf{G}\textbf{u}\), for information matrix \(\textbf{G}\) and score vector \(\textbf{u}\), where the Newton-Raphson update can be expressed as \(\boldsymbol{\beta}^{(m+1)} = \boldsymbol{\beta}^{(m)} + \textbf{G}\textbf{u}\).
damped_newton_r for the full optimization routine