com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link
Class Logit

java.lang.Object
  com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.Logit

All Implemented Interfaces:

LinkFunction

public class Logit
extends java.lang.Object
implements LinkFunction

This class represents the link function:

               mu
 g(x) = log(--------)
             1 - mu
 

See Also:

GeneralizedLinearModel

Constructor Summary

Logit()

Method Summary

double	derivative(double x) Derivative of the link function, i.e., g'(x).
double	inverse(double x) Inverse of the link function, i.e., g-1(x).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Logit

public Logit()

Method Detail

inverse

public double inverse(double x)

Inverse of the link function, i.e., g-1(x).

               exp(x)
 g_inv(x) = ------------
             1 + exp(x)
 

Specified by:

inverse in interface LinkFunction

Parameters:

x - x

Returns:

g^-1(x)

derivative

public double derivative(double x)

Derivative of the link function, i.e., g'(x).

              1
 g'(x) = -----------
          x (1 - x)
 

Specified by:

derivative in interface LinkFunction

Parameters:

x - x

Returns:

g'(x)