public void ProbitLinkFunctionConstructorTest()
{
ProbitLinkFunction target = new ProbitLinkFunction();
double[] expected =
{
Double.NegativeInfinity, -1.28155, -0.841621, -0.524401, -0.253347,
0, 0.253347, 0.524401, 0.841621, 1.28155, Double.PositiveInfinity
};
for (int i = 0; i < 11; i++)
{
double x = i / 10.0;
double y = expected[i];
double fx = target.Function(x);
double iy = target.Inverse(y);
Assert.AreEqual(y, fx, 1e-5);
Assert.AreEqual(x, iy, 1e-5);
Assert.IsFalse(Double.IsNaN(fx));
Assert.IsFalse(Double.IsNaN(iy));
}
}
public void DerivativeTest()
{
ProbitLinkFunction target = new ProbitLinkFunction();
double[] expected =
{
0.398942, 0.396953, 0.391043, 0.381388, 0.36827, 0.352065,
0.333225, 0.312254, 0.289692, 0.266085, 0.241971
};
for (int i = 0; i < 11; i++)
{
double x = i / 10.0;
double y = target.Inverse(x);
double d1 = target.Derivative(x);
double d2 = target.Derivative2(y);
Assert.AreEqual(expected[i], d1, 1e-5);
Assert.AreEqual(expected[i], d2, 1e-5);
Assert.IsFalse(Double.IsNaN(d1));
Assert.IsFalse(Double.IsNaN(d2));
}
}
public static ILinkFunction Get(LinkFunctionType link)
{
ILinkFunction result = null;
switch (link)
{
case LinkFunctionType.Absolute: result = new AbsoluteLinkFunction(); break;
case LinkFunctionType.Cauchit: result = new CauchitLinkFunction(); break;
case LinkFunctionType.Identity: result = new IdentityLinkFunction(); break;
case LinkFunctionType.Inverse: result = new InverseLinkFunction(); break;
case LinkFunctionType.InverseSquared: result = new InverseSquaredLinkFunction(); break;
case LinkFunctionType.Logit: result = new LogitLinkFunction(); break;
case LinkFunctionType.Log: result = new LogLinkFunction(); break;
case LinkFunctionType.LogLog: result = new LogLogLinkFunction(); break;
case LinkFunctionType.Probit: result = new ProbitLinkFunction(); break;
case LinkFunctionType.Sin: result = new SinLinkFunction(); break;
case LinkFunctionType.Threshold: result = new ThresholdLinkFunction(); break;
}
return(result);
}
