view scripts/statistics/models/logistic_regression_likelihood.m @ 5307:4c8a2e4e0717

[project @ 2005-04-26 19:24:27 by jwe]
author jwe
date Tue, 26 Apr 2005 19:24:47 +0000
parents 38c61cbf086c
children 2a16423e4aa0
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## Copyright (C) 1995, 1996, 1997  Kurt Hornik
##
## This file is part of Octave.
##
## Octave 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.
##
## Octave 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.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, write to the Free
## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
## 02110-1301, USA.

## -*- texinfo -*-
## @deftypefn {Function File} {[@var{g}, @var{g1}, @var{p}, @var{dev}] =} logistic_regression_likelihood (@var{y}, @var{x}, @var{beta}, @var{z}, @var{z1})
## Calculates likelihood for the ordinal logistic regression model.
## Called by logistic_regression.
## @end deftypefn

## Author: Gordon K. Smyth <gks@maths.uq.oz.au>
## Adapted-By: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Likelihood in logistic regression

function [g, g1, p, dev] = logistic_regression_likelihood (y, x, beta, z, z1)

  e = exp ([z, x] * beta); e1 = exp ([z1, x] * beta);
  g = e ./ (1 + e); g1 = e1 ./ (1 + e1);
  g = max (y == max (y), g); g1 = min (y > min(y), g1);

  p = g - g1;
  dev = -2 * sum (log (p));

endfunction