てｖ００ - 経済統計練習帳

package ren;
 
 
 
public class rev {
 
     int number;
    int number_var;
   int number_step;
    double[] beta=new double[5];
   double[][] alpha=new double[5][5];
   double[][][] theta=new double[6][5][5];
   double[][] x=new double[101][3];
  int[] y=new int[101];
 double[][] enc=new double[7][5];
double[][] dec=new double[7][5];  
  double[] beta_op=new double[5];
 double[][] enc_op=new double[7][5];
double[][] dec_op=new double[7][5];  
 
int[][] esx=new int[7][101];
  int[][] esxs=new int[7][101];
void makedata(){
 
    int eq,s,v,tr;
int[][] e=new int[5][101];
  int[][] es=new int[5][101];
 
 
 
for(eq=1;eq<number_var+1;eq++){
for(s=1;s<number+1;s++){
double z=alpha[eq][0];
for(v=1;v<number_var+1;v++){
z=z+alpha[eq][v]*x[s][v];    
}    
es[eq][s]=0;
if(z>0)es[eq][s]=1;
}
}
 
 
 
for(tr=1;tr<number_step+1;tr++){
for(eq=1;eq<number_var+1;eq++){
for(s=1;s<number+1;s++){
e[eq][s]=es[eq][s];
}}
for(eq=1;eq<number_var+1;eq++){
for(s=1;s<number+1;s++){
double z=theta[tr][eq][0];
for(v=1;v<number_var+1;v++){
z=z+theta[tr][eq][v]*e[v][s];    
}    
es[eq][s]=0;
if(z>0)es[eq][s]=1;
}
}
}
 
for(eq=1;eq<number_var+1;eq++){
for(s=1;s<number+1;s++){
e[eq][s]=es[eq][s];
}}
 
 
for(eq=1;eq<number_var;eq++){
for(s=1;s<number+1;s++){
double z=enc[eq][0];
for(v=1;v<number_var;v++){
z=z+enc[eq][v]*e[v][s];    
}    
es[eq][s]=0;
if(z>0)es[eq][s]=1;
}
}
 
double maxg=999;
 
for(tr=1;tr<101;tr++){
 
double g1;
 
nn_rev sub=new nn_rev();
sub.es=es;
sub.y=y;
sub.number_var=number_var;
sub.number=number;
g1=sub.makedata();
beta=sub.beta;
int sx;
if(g1<maxg){maxg=g1;
 
for(sx=0;sx<number_var;sx++){
beta_op[sx]=beta[sx];    
}
 
 
}
 
 
}
 
System.out.println(maxg);
 
 
 
 }   
 
 
 
 
}
 
 
package ren;
 
 
public class f_rev {
 
     double[] op=new double[101];
  double[][] e=new double[5][101];
  int[][] es=new int[5][101];
  int number;
    int number_step;
    int number_var;
    double[] beta=new double[5];
   double[][] alpha=new double[5][5];
   double[][][] theta=new double[3][5][5];
 
   int[] y=new int[101];
    double[][] x=new double[101][5];
 int s,sx,tr;
 
 
 
double makedata(){
 
for(s=1;s<number+1;s++){
double z=beta[0];
for(sx=1;sx<number_var;sx++){
z=z+beta[sx]*es[sx][s];    
}    
op[s]=1/(1+Math.exp(-z));
}
 
 
 
double don=0;
for(s=1;s<number+1;s++){
don=don+(op[s]-y[s])*(op[s]-y[s]);
 }
 
return don; 
 
 
 
}
 
 
}
 
 
package ren;
 
public class nn_rev {
 
    int number;
    int number_step;
    int number_var;
    double[] beta=new double[5];
   double[][] alpha=new double[5][5];
   double[][][] theta=new double[6][5][5];
 
   int[] y=new int[101];
    double[][] x=new double[101][4];
 int s,sx,tr;
 
 double[][] a=new double[7][5];
double[][] dalpha=new double[7][5];
 
double[] b=new double[5];
double[] dbeta=new double[5];
 
 
double[][] dtheta=new double[5][5];
double[][][] th=new double[6][5][5];
 
  int[][] es=new int[5][101];
 
    double makedata(){
 
 
int q,s,sx;
 
beta[0]=-Math.random();
    for(sx=1;sx<number_var;sx++){
    beta[sx]=Math.random();
    } 
 
double g1=0;
double g2;
 
int trial=0;
while(trial<50){
 
trial=trial+1;
 
f_rev sub=new f_rev();
sub.es=es;
sub.y=y;
sub.number_var=number_var;
sub.number=number;
sub.beta=beta;
g1=sub.makedata();
 
 
int m;
for(m=0;m<number_var;m++){
 
    fresh();
 
double h=0.01;
 
b[m]=b[m]+h;
 
f_rev sub2=new f_rev();
sub2.y=y;
sub2.number_var=number_var;
sub2.number=number;
sub2.beta=b;
sub2.es=es;
g2=sub2.makedata();
 
dbeta[m]=(g2-g1)/h;
 
}
 
int eq;
 
 
double sig=0;
for(m=0;m<number_var;m++){
sig=sig+dbeta[m]*dbeta[m];    
}
 
for(m=0;m<number_var;m++){
b[m]=beta[m]-0.01*g1*dbeta[m]/sig;
}
 
 
 
f_rev sub4=new f_rev();
sub4.y=y;
sub4.es=es;
sub4.number_step=number_step;
sub4.number_var=number_var;
sub4.number=number;
sub4.beta=b;
g2=sub4.makedata();
 
if(g2<g1)refresh();
if(g2>g1)trial=10000;
 
 
 
}
 
return g1;         
 
    }
 void fresh(){
 
int eq,m;
 
for(m=0;m<number_var+1;m++){
b[m]=beta[m];
}
 
 
 
 
 
 
 }   
 
 
    void refresh(){
 
int eq,m;
 
for(m=0;m<number_var+1;m++){
beta[m]=b[m];
}
 
 
 
 
 
 }   
 
 
 
    }