Mercurial > hg > octave-nkf
annotate scripts/statistics/models/private/logistic_regression_derivatives.m @ 12530:d70c99028ba3
Make helper functions for logistic_regression private.
| author | Rik <octave@nomad.inbox5.com> |
|---|---|
| date | Sat, 19 Mar 2011 13:53:38 -0700 |
| parents | scripts/statistics/models/logistic_regression_derivatives.m@fd0a3ac60b0e |
| children | 72c96de7a403 |
| rev | line source |
|---|---|
| 11523 | 1 ## Copyright (C) 1995-2011 Kurt Hornik |
| 3426 | 2 ## |
| 3922 | 3 ## This file is part of Octave. |
| 4 ## | |
| 5 ## Octave is free software; you can redistribute it and/or modify it | |
| 6 ## under the terms of the GNU General Public License as published by | |
| 7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
| 8 ## your option) any later version. | |
| 3426 | 9 ## |
| 3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
| 3191 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 13 ## General Public License for more details. |
| 14 ## | |
| 3191 | 15 ## You should have received a copy of the GNU General Public License |
| 7016 | 16 ## along with Octave; see the file COPYING. If not, see |
| 17 ## <http://www.gnu.org/licenses/>. | |
| 3191 | 18 |
| 3454 | 19 ## -*- texinfo -*- |
| 20 ## @deftypefn {Function File} {[@var{dl}, @var{d2l}] =} logistic_regression_derivatives (@var{x}, @var{z}, @var{z1}, @var{g}, @var{g1}, @var{p}) | |
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12530
d70c99028ba3
Make helper functions for logistic_regression private.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
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21 ## Calculate derivatives of the log-likelihood for ordinal logistic regression |
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d70c99028ba3
Make helper functions for logistic_regression private.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
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22 ## model. |
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d70c99028ba3
Make helper functions for logistic_regression private.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
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23 ## Private function called by @code{logistic_regression}. |
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d70c99028ba3
Make helper functions for logistic_regression private.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
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24 ## @seealso{logistic_regression} |
| 3454 | 25 ## @end deftypefn |
| 3426 | 26 |
| 3456 | 27 ## Author: Gordon K. Smyth <gks@maths.uq.oz.au> |
| 5428 | 28 ## Adapted-By: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 29 ## Description: Derivates of log-likelihood in logistic regression |
| 3191 | 30 |
| 3454 | 31 function [dl, d2l] = logistic_regression_derivatives (x, z, z1, g, g1, p) |
| 3426 | 32 |
| 7125 | 33 if (nargin != 6) |
| 34 print_usage (); | |
| 35 endif | |
| 36 | |
| 3191 | 37 ## first derivative |
| 38 v = g .* (1 - g) ./ p; v1 = g1 .* (1 - g1) ./ p; | |
| 8826 | 39 dlogp = [(diag (v) * z - diag (v1) * z1), (diag (v - v1) * x)]; |
| 3191 | 40 dl = sum (dlogp)'; |
| 41 | |
| 42 ## second derivative | |
| 43 w = v .* (1 - 2 * g); w1 = v1 .* (1 - 2 * g1); | |
| 8826 | 44 d2l = [z, x]' * diag (w) * [z, x] - [z1, x]' * diag (w1) * [z1, x] ... |
| 3191 | 45 - dlogp' * dlogp; |
| 3426 | 46 |
| 7125 | 47 endfunction |