Accord.Statistics.Links.ProbitLinkFunction.Derivative C# (CSharp) Method

ProbitLinkFunction Class Documentation Usage Examples Of Accord.Statistics.Links.ProbitLinkFunction::Derivative Show file Open project: accord-net/framework

Derivative() public method

First derivative of the Inverse function.
The first derivative of the identity link function is given by f'(x) = exp(c - (Phi^-1(x))² * 0.5) in which c = -log(sqrt(2*π) and Phi^-1 is the inverse Normal (Gaussian) cumulative distribution function.
public Derivative ( double x ) : double
x double The input value.
return double 
        public double Derivative(double x)
        {
            return Math.Exp(lnconstant - x * x * 0.5);
        }

Usage Example

Example #1
0
        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));
            }
        }
ProbitLinkFunction
Clone
Derivative
Derivative2
Function
Inverse
Log
ProbitLinkFunction