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));
}
}