Mercurial > octave-nkf
diff scripts/statistics/models/logistic_regression_derivatives.m @ 3426:f8dde1807dee
[project @ 2000-01-13 08:40:00 by jwe]
author | jwe |
---|---|
date | Thu, 13 Jan 2000 08:40:53 +0000 |
parents | 041ea33fbbf4 |
children | d8b731d3f7a3 |
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--- a/scripts/statistics/models/logistic_regression_derivatives.m Thu Jan 13 08:32:16 2000 +0000 +++ b/scripts/statistics/models/logistic_regression_derivatives.m Thu Jan 13 08:40:53 2000 +0000 @@ -1,29 +1,29 @@ ## Copyright (C) 1995, 1996, 1997 Kurt Hornik -## +## ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. -## +## ## This program is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU -## General Public License for more details. -## +## General Public License for more details. +## ## You should have received a copy of the GNU General Public License ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## Called by logistic_regression. Calculates derivates of the ## log-likelihood for ordinal logistic regression model. - + ## Author: Gordon K. Smyth <gks@maths.uq.oz.au> ## Adapted-By: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Derivates of log-likelihood in logistic regression function [dl, d2l] ... = logistic_regression_derivatives (x, z, z1, g, g1, p) - + ## first derivative v = g .* (1 - g) ./ p; v1 = g1 .* (1 - g1) ./ p; dlogp = [(dmult (v, z) - dmult (v1, z1)), (dmult (v - v1, x))]; @@ -33,5 +33,5 @@ w = v .* (1 - 2 * g); w1 = v1 .* (1 - 2 * g1); d2l = [z, x]' * dmult (w, [z, x]) - [z1, x]' * dmult (w1, [z1, x]) ... - dlogp' * dlogp; - + endfunction \ No newline at end of file