update packages

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

diff --git a/octave_packages/m/statistics/models/private/logistic_regression_likelihood.m b/octave_packages/m/statistics/models/private/logistic_regression_likelihood.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{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 <gks@maths.uq.oz.au>
+## Adapted-By: KH <Kurt.Hornik@wu-wien.ac.at>
+## 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