update packages

[CreaPhase.git] / octave_packages / m / statistics / models / private / logistic_regression_derivatives.m

diff --git a/octave_packages/m/statistics/models/private/logistic_regression_derivatives.m b/octave_packages/m/statistics/models/private/logistic_regression_derivatives.m
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+## 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
+## <http://www.gnu.org/licenses/>.
+
+## -*- 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)
+
+  if (nargin != 6)
+    print_usage ();
+  endif
+
+  ## 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