LogisticRegressionParameterCalcLogLikelihood Method

Computes the value of the log likelihood function for a binomial logistic regression model with the given predictor variable values, probabilities and observed dichotomous outcomes.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public static double LogLikelihood(
	DoubleMatrix X,
	DoubleVector p,
	DoubleVector y
)

Public Shared Function LogLikelihood ( 
	X As DoubleMatrix,
	p As DoubleVector,
	y As DoubleVector
) As Double

public:
static double LogLikelihood(
	DoubleMatrix^ X, 
	DoubleVector^ p, 
	DoubleVector^ y
)

static member LogLikelihood : 
        X : DoubleMatrix * 
        p : DoubleVector * 
        y : DoubleVector -> float

Parameters

X DoubleMatrix: Matrix of predictor variables. Each row represents a subject.
p DoubleVector: Probability of success for each subject. ith element corresponds to the ith row of the matrix X.
y DoubleVector: Observed vector of dichotomous outcomes. The values in y must be 1.0 for a postive outcome and 0.0 for a negative outcome.

Return Value

Double
The value of the log likelihood function.

Reference

LogisticRegressionParameterCalc Class

CenterSpace.NMath.Core Namespace