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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 2, or (at your option) |
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8 ## any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, write to the Free |
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17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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18 ## 02110-1301, USA. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {[@var{g}, @var{g1}, @var{p}, @var{dev}] =} logistic_regression_likelihood (@var{y}, @var{x}, @var{beta}, @var{z}, @var{z1}) |
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22 ## Calculates likelihood for the ordinal logistic regression model. |
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23 ## Called by logistic_regression. |
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24 ## @end deftypefn |
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25 |
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26 ## Author: Gordon K. Smyth <gks@maths.uq.oz.au> |
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27 ## Adapted-By: KH <Kurt.Hornik@wu-wien.ac.at> |
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28 ## Description: Likelihood in logistic regression |
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29 |
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30 function [g, g1, p, dev] = logistic_regression_likelihood (y, x, beta, z, z1) |
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31 |
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32 e = exp ([z, x] * beta); e1 = exp ([z1, x] * beta); |
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33 g = e ./ (1 + e); g1 = e1 ./ (1 + e1); |
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34 g = max (y == max (y), g); g1 = min (y > min(y), g1); |
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35 |
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36 p = g - g1; |
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37 dev = -2 * sum (log (p)); |
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38 |
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39 endfunction |
