public void DerivativeTest()
{
double[] expected =
{
0.25, 0.249376, 0.247517, 0.244458, 0.240261, 0.235004,
0.228784, 0.221713, 0.21391, 0.2055, 0.196612
};
LogitLinkFunction target = new LogitLinkFunction();
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-6);
Assert.AreEqual(expected[i], d2, 1e-6);
Assert.IsFalse(Double.IsNaN(d1));
Assert.IsFalse(Double.IsNaN(d2));
}
}
public void DerivativeTest2()
{
double beta = 4.2;
double constant = 0.57;
double[] expected =
{
0.230745, 0.197519, 0.157726, 0.119128, 0.0862579,
0.0605722, 0.0416275, 0.0281864, 0.0188941, 0.01258, 0.00833836
};
LogitLinkFunction target = new LogitLinkFunction(beta, constant);
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-6);
Assert.AreEqual(expected[i], d2, 1e-6);
Assert.IsFalse(Double.IsNaN(d1));
Assert.IsFalse(Double.IsNaN(d2));
}
}