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