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ProbitLinkFunctionDerivative Method

First derivative of the Inverse(Double) function.

Namespace:  Accord.Statistics.Links
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax
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public double Derivative(
	double x
)
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Parameters

x
Type: SystemDouble
The input value.

Return Value

Type: Double
The first derivative of the input value.

Implements

ILinkFunctionDerivative(Double)
Remarks
The first derivative of the identity link function is given by f'(x) = exp(c - (Phi^-1(x))² * 0.5) in which c = -log(sqrt(2*π) and Phi^-1 is the inverse Normal (Gaussian) cumulative distribution function.
See Also