X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;ds=sidebyside;f=octave_packages%2Fm%2Fstatistics%2Fmodels%2Fprivate%2Flogistic_regression_likelihood.m;fp=octave_packages%2Fm%2Fstatistics%2Fmodels%2Fprivate%2Flogistic_regression_likelihood.m;h=984a0595f9d37a1c29889797fb451970f71ce91f;hb=1c0469ada9531828709108a4882a751d2816994a;hp=0000000000000000000000000000000000000000;hpb=63de9f36673d49121015e3695f2c336ea92bc278;p=CreaPhase.git diff --git a/octave_packages/m/statistics/models/private/logistic_regression_likelihood.m b/octave_packages/m/statistics/models/private/logistic_regression_likelihood.m new file mode 100644 index 0000000..984a059 --- /dev/null +++ b/octave_packages/m/statistics/models/private/logistic_regression_likelihood.m @@ -0,0 +1,43 @@ +## Copyright (C) 1995-2012 Kurt Hornik +## +## This file is part of Octave. +## +## Octave is free software; you can redistribute it and/or modify it +## under the terms of the GNU General Public License as published by +## the Free Software Foundation; either version 3 of the License, or (at +## your option) any later version. +## +## Octave is distributed in the hope that it will be useful, but +## WITHOUT ANY WARRANTY; without even the implied warranty of +## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU +## General Public License for more details. +## +## You should have received a copy of the GNU General Public License +## along with Octave; see the file COPYING. If not, see +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {[@var{g}, @var{g1}, @var{p}, @var{dev}] =} logistic_regression_likelihood (@var{y}, @var{x}, @var{beta}, @var{z}, @var{z1}) +## Calculate the likelihood for the ordinal logistic regression model. +## Private function called by @code{logistic_regression}. +## @seealso{logistic_regression} +## @end deftypefn + +## Author: Gordon K. Smyth +## Adapted-By: KH +## Description: Likelihood in logistic regression + +function [g, g1, p, dev] = logistic_regression_likelihood (y, x, beta, z, z1) + + if (nargin != 5) + print_usage (); + endif + + e = exp ([z, x] * beta); e1 = exp ([z1, x] * beta); + g = e ./ (1 + e); g1 = e1 ./ (1 + e1); + g = max (y == max (y), g); g1 = min (y > min(y), g1); + + p = g - g1; + dev = -2 * sum (log (p)); + +endfunction