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annotate scripts/statistics/models/logistic_regression_derivatives.m @ 3191:e4f4b2d26ee9

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[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
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children 041ea33fbbf4
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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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16
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17 ## Called by logistic_regression. Calculates derivates of the
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18 ## log-likelihood for ordinal logistic regression model.
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19
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20 ## Author: Gordon K. Smyth <gks@maths.uq.oz.au>
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21 ## Adapted-By: KH <Kurt.Hornik@ci.tuwien.ac.at>
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22 ## Description: Derivates of log-likelihood in logistic regression
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23
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24 function [dl, d2l] ...
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25 = logistic_regression_derivatives (x, z, z1, g, g1, p)
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26
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27 ## first derivative
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28 v = g .* (1 - g) ./ p; v1 = g1 .* (1 - g1) ./ p;
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29 dlogp = [dmult (v, z) - dmult (v1, z1) dmult (v - v1, x)];
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30 dl = sum (dlogp)';
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31
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32 ## second derivative
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33 w = v .* (1 - 2 * g); w1 = v1 .* (1 - 2 * g1);
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34 d2l = [z x]' * dmult (w, [z x]) - [z1 x]' * dmult (w1, [z1 x]) ...
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35 - dlogp' * dlogp;
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36
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37 endfunction