## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program 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 2, or (at your option) ## any later version. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## Called by logistic_regression. Calculates derivates of the ## log-likelihood for ordinal logistic regression model. ## Author: Gordon K. Smyth <gks@maths.uq.oz.au> ## Adapted-By: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Derivates of log-likelihood in logistic regression function [dl, d2l] ... = logistic_regression_derivatives (x, z, z1, g, g1, p) ## first derivative v = g .* (1 - g) ./ p; v1 = g1 .* (1 - g1) ./ p; dlogp = ; dl = sum (dlogp)'; ## second derivative w = v .* (1 - 2 * g); w1 = v1 .* (1 - 2 * g1); d2l = [z x]' * dmult (w, [z x]) - [z1 x]' * dmult (w1, [z1 x]) ... - dlogp' * dlogp; endfunction

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