えｘ９９＋ - 経済統計練習帳

package ren;
 
 
public class pro {
 
    int[] y=new int[400];
    int[][] e=new int[400][3];
  int datanumber,number;
  double[] beta=new double[3];
double alpha;  
 
 double[] dbeta=new double[3];
 double dalpha;
 
 
 public static void main(String[] args) {
        pro t=new pro();
    }
    pro(){
 
        datanumber=100;
        number=2;
        int s;
        for(s=1;s<datanumber+1;s++){
    y[s]=0;
      if(Math.random()>0.5)y[s]=1;
        }
 
         for(s=1;s<datanumber+1;s++){
         e[s][1]=0;
         int h=0;
       if(Math.random()>0.2)h=h+1;
       if(y[s]>0)h=h+1;
       if(h==2)e[s][1]=1;
       e[s][2]=0;
         h=0;
       if(Math.random()>0.2)h=h+1;
       if(y[s]<0.5)h=h+1;
       if(h==2)e[s][2]=1;
       }
 
 
      alpha=0;
      beta[1]=0;
      beta[2]=0;
 
      int mode=0;
      while(mode<1000){
 
      ex sub=new ex();
      sub.alpha=alpha;
      sub.beta=beta;
      sub.y=y;
      sub.e=e;
      sub.datanumber=datanumber;
      sub.number=number;
      double u1=sub.makedata();
 
 
 
      double h=0.01;
 
     ex sub2=new ex();
      sub2.alpha=alpha+h;
      sub2.beta=beta;
      sub2.y=y;
      sub2.e=e;
      sub2.datanumber=datanumber;
      sub2.number=number;
      double u2=sub2.makedata();
 
      dalpha=(u2-u1)/h;
 
 
      int sx;
      double[] betax=new double[3];
 
      for(s=1;s<3;s++){
 
      for(sx=1;sx<3;sx++){
      betax[sx]=beta[sx];    
      }
 
      betax[s]=betax[s]+h;
 
      ex sub3=new ex();
      sub3.alpha=alpha;
      sub3.beta=betax;
      sub3.y=y;
      sub3.e=e;
      sub3.datanumber=datanumber;
      sub3.number=number;
      double u3=sub3.makedata();
 
      dbeta[s]=(u3-u1)/h;
 
 
      }
 
      double du=-u1/100;
 
      double dz=dalpha*dalpha;
      for(s=1;s<3;s++){
      dz=dz+dbeta[s]*dbeta[s];    
      }
 
      double t=du/dz;
 
      for(sx=1;sx<3;sx++){
      betax[sx]=beta[sx]+dbeta[sx]*t;    
      }
 
      ex sub4=new ex();
      sub4.alpha=alpha+dalpha*t;
      sub4.beta=betax;
      sub4.y=y;
      sub4.e=e;
      sub4.datanumber=datanumber;
      sub4.number=number;
      double u4=sub4.makedata();
 
 
      if(u1>u4){
        alpha=alpha+dalpha*t;
      for(s=1;s<3;s++){
         beta[s]=betax[s];  
      }
 
      }
 
      mode=mode+1;
      if(u4>u1)mode=10000;
    }
 
      for(s=1;s<datanumber+1;s++){
    double y1=alpha+beta[1]*e[s][1]+beta[2]*e[s][2];
          System.out.println(y[s]+"."+(1/(1+Math.exp(-y1))));  
      }
 
 
 
 
 
    }
 
 
 
}