probitder.m

来自「Neural Network in Finance (神经网络在金融界:赢得预言」· M 代码 · 共 5 行

function pderivpb = probitder(pbar, beta);
% pderivpb = probitder(beta);
% partial derivative of input arguments for probit function
yy = normpdf(beta(1:end-1) * pbar + beta(end));
pderivpb = yy .* beta(1:end-1);