Accord.Tests.Statistics.LogisticRegressionTest.prediction_interval C# (CSharp) Method

        public void prediction_interval()
        {
            CsvReader reader = CsvReader.FromText(Properties.Resources.logreg, true);
            DataTable data = reader.ToTable();
            double[][] inputs = data.ToArray("AGE");
            double[] output = data.Columns["CHD"].ToArray();

            var learner = new IterativeReweightedLeastSquares<LogisticRegression>();

            var lr = learner.Learn(inputs, output);

            Assert.AreEqual(0.111, lr.Weights[0], 5e-4);
            Assert.AreEqual(-5.309, lr.Intercept, 5e-4);

            Assert.AreEqual(1.1337, lr.StandardErrors[0], 5e-5);
            Assert.AreEqual(0.0241, lr.StandardErrors[1], 5e-5);

            double ll = lr.GetLogLikelihood(inputs, output);
            Assert.AreEqual(-53.6765, ll, 1e-4);

            double[] point = new double[] { 50 };
            double y = lr.Score(point);

            double[][] im = learner.GetInformationMatrix();
            //double se = lr.GetStandardError(inputs, im);
            var ci = lr.GetConfidenceInterval(point, inputs.Length, im);
            Assert.AreEqual(0.435, ci.Min, 5e-3);
            Assert.AreEqual(0.677, ci.Max, 5e-3);

            var pi = lr.GetPredictionInterval(point, inputs.Length, im);
            Assert.AreEqual(0.1405, pi.Min, 5e-3);
            Assert.AreEqual(0.9075, pi.Max, 5e-3);
        }
    }