９９９＋＋＋００ - 経済統計練習帳

import numpy as np
import math
 
def g():
 
    g1=0
    for i in range(number):
        g1=g1+(y[i]-e[6][i])*(y[i]-e[6][i])
 
    return g1
 
def f(ax):
 
    for n in range(number_eq):
        for i in range(number):
            f1=ax[n][0] 
            for j in range(number_var):
                n1=link[n][j+1]
                f1=f1+ax[n][j+1]*e[n1][i]
            n1=link[n][0]
            e[n1][i]=1/(1+math.exp(-f1)) 
 
number=100
number_eq=5
number_var=2
 
x=[]
for i in range(100):
   r1=np.random.random()
   r2=np.random.random()
   x.append([r1,r2])
 
y=[]
for i in range(100):
    r3=0
    h=0
    if 3*x[i][0]+2*x[i][1]>2.5:h=h+1  
    if h==1:r3=1
    y.append(r3)
 
link=[[2,0,1],[3,0,1],[4,2,3],[5,2,3],[6,4,5]]
e=np.zeros([7,number])
a=np.zeros([number_eq,number_var+1])
 
for eq1 in range(5): 
    for u in range(3):
        a[eq1][u]=np.random.random()
 
for i in range(number):
    e[0][i]=x[i][0]
    e[1][i]=x[i][1]
 
ax=np.zeros([number_eq,number_var+1])
df=np.zeros([number_var+1])
 
eq1=0
f(a)
g1=g()
 
print(g1)
 
h=0.01
 
for sx in range(number_var+1):
 
    for i in range(number_eq):
        for j in range(number_var+1):
            ax[i][j]=a[i][j]
 
    ax[eq1][sx]=ax[eq1][sx]+h
 
    f(ax)
    g2=g()
    df[sx]=(g2-g1)/h
 
sig=0
for m in range(number_var+1):
    sig=sig+df[m]*df[m]
 
print(sig)
for eq2 in range(number_eq): 
    for m in range(number_var+1):
        ax[eq2][m]=a[eq2][m]
        if eq2==eq1:ax[eq2][m]=a[eq2][m]-0.01*g1*df[m]/sig
 
f(ax)
g2=g()
 
print(g2)