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comparison scripts/statistics/models/logistic_regression_derivatives.m @ 3426:f8dde1807dee

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[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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3425:8625164a0a39 3426:f8dde1807dee
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik 1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ## 2 ##
3 ## This program is free software; you can redistribute it and/or modify 3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by 4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option) 5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version. 6 ## any later version.
7 ## 7 ##
8 ## This program is distributed in the hope that it will be useful, but 8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of 9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details. 11 ## General Public License for more details.
12 ## 12 ##
13 ## You should have received a copy of the GNU General Public License 13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation, 14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16 16
17 ## Called by logistic_regression. Calculates derivates of the 17 ## Called by logistic_regression. Calculates derivates of the
18 ## log-likelihood for ordinal logistic regression model. 18 ## log-likelihood for ordinal logistic regression model.
19 19
20 ## Author: Gordon K. Smyth <gks@maths.uq.oz.au> 20 ## Author: Gordon K. Smyth <gks@maths.uq.oz.au>
21 ## Adapted-By: KH <Kurt.Hornik@ci.tuwien.ac.at> 21 ## Adapted-By: KH <Kurt.Hornik@ci.tuwien.ac.at>
22 ## Description: Derivates of log-likelihood in logistic regression 22 ## Description: Derivates of log-likelihood in logistic regression
23 23
24 function [dl, d2l] ... 24 function [dl, d2l] ...
25 = logistic_regression_derivatives (x, z, z1, g, g1, p) 25 = logistic_regression_derivatives (x, z, z1, g, g1, p)
26 26
27 ## first derivative 27 ## first derivative
28 v = g .* (1 - g) ./ p; v1 = g1 .* (1 - g1) ./ p; 28 v = g .* (1 - g) ./ p; v1 = g1 .* (1 - g1) ./ p;
29 dlogp = [(dmult (v, z) - dmult (v1, z1)), (dmult (v - v1, x))]; 29 dlogp = [(dmult (v, z) - dmult (v1, z1)), (dmult (v - v1, x))];
30 dl = sum (dlogp)'; 30 dl = sum (dlogp)';
31 31
32 ## second derivative 32 ## second derivative
33 w = v .* (1 - 2 * g); w1 = v1 .* (1 - 2 * g1); 33 w = v .* (1 - 2 * g); w1 = v1 .* (1 - 2 * g1);
34 d2l = [z, x]' * dmult (w, [z, x]) - [z1, x]' * dmult (w1, [z1, x]) ... 34 d2l = [z, x]' * dmult (w, [z, x]) - [z1, x]' * dmult (w1, [z1, x]) ...
35 - dlogp' * dlogp; 35 - dlogp' * dlogp;
36 36
37 endfunction 37 endfunction