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## Copyright (C) 1995-2012 Kurt Hornik
##
## This file is part of Octave.
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## -*- texinfo -*-
## @deftypefn {Function File} {[@var{dl}, @var{d2l}] =} logistic_regression_derivatives (@var{x}, @var{z}, @var{z1}, @var{g}, @var{g1}, @var{p})
## Calculate derivatives of the log-likelihood for ordinal logistic regression
## model.
## Private function called by @code{logistic_regression}.
## @seealso{logistic_regression}
## @end deftypefn

## Author: Gordon K. Smyth <gks@maths.uq.oz.au>
## Adapted-By: KH <Kurt.Hornik@wu-wien.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 = [(diag (v) * z - diag (v1) * z1), (diag (v - v1) * x)];
  dl = sum (dlogp)';

  ## second derivative
  w = v .* (1 - 2 * g); w1 = v1 .* (1 - 2 * g1);
  d2l = [z, x]' * diag (w) * [z, x] - [z1, x]' * diag (w1) * [z1, x] ...
      - dlogp' * dlogp;

endfunction
author	Rik <rik@octave.org>
date	Wed, 28 Aug 2013 08:33:02 -0700
parents	abf384f5d243
children