g(x) = 1.0 / (1.0 + Math.Exp(-z)
z = B * x + A
public void LogitLinkFunctionConstructorTest() { LogitLinkFunction target = new LogitLinkFunction(); Assert.AreEqual(0, target.A); Assert.AreEqual(1, target.B); for (int i = 0; i < 11; i++) { double x = i / 10.0; double y = Math.Log(x) - Math.Log(1 - x); Assert.AreEqual(y, target.Function(x), 1e-10); Assert.AreEqual(x, target.Inverse(y), 1e-10); } }
public void LogitLinkFunctionConstructorTest1() { double beta = 3.14; double constant = 2.91; LogitLinkFunction target = new LogitLinkFunction(beta, constant); Assert.AreEqual(constant, target.A); Assert.AreEqual(beta, target.B); for (int i = 0; i < 11; i++) { double x = i / 10.0; double y = ((Math.Log(x) - Math.Log(1 - x)) - constant) / beta; Assert.AreEqual(y, target.Function(x), 1e-10); Assert.AreEqual(x, target.Inverse(y), 1e-10); } }
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)); } }