1## Copyright (C) 1995-2017 Kurt Hornik 2## 3## This program is free software: you can redistribute it and/or 4## modify it under the terms of the GNU General Public License as 5## published by the Free Software Foundation, either version 3 of the 6## License, or (at your option) any later version. 7## 8## This program is distributed in the hope that it will be useful, but 9## WITHOUT ANY WARRANTY; without even the implied warranty of 10## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 11## General Public License for more details. 12## 13## You should have received a copy of the GNU General Public License 14## along with this program; see the file COPYING. If not, see 15## <http://www.gnu.org/licenses/>. 16 17## -*- texinfo -*- 18## @deftypefn {} {} logit (@var{p}) 19## Compute the logit for each value of @var{p} 20## 21## The logit is defined as 22## @tex 23## $$ 24## {\rm logit}(p) = \log\Big({p \over 1-p}\Big) 25## $$ 26## @end tex 27## @ifnottex 28## 29## @example 30## logit (@var{p}) = log (@var{p} / (1-@var{p})) 31## @end example 32## 33## @end ifnottex 34## @seealso{probit, logistic_cdf} 35## @end deftypefn 36 37## Author: KH <Kurt.Hornik@wu-wien.ac.at> 38## Description: Logit transformation 39 40function y = logit (p) 41 42 if (nargin != 1) 43 print_usage (); 44 endif 45 46 y = logistic_inv (p); 47 48endfunction 49 50 51%!test 52%! p = [0.01:0.01:0.99]; 53%! assert (logit (p), log (p ./ (1-p)), 25*eps); 54 55%!assert (logit ([-1, 0, 0.5, 1, 2]), [NaN, -Inf, 0, +Inf, NaN]) 56 57## Test input validation 58%!error logit () 59%!error logit (1, 2) 60