1 ## Copyright (C) 1995-2012 Kurt Hornik
3 ## This file is part of Octave.
5 ## Octave is free software; you can redistribute it and/or modify it
6 ## under the terms of the GNU General Public License as published by
7 ## the Free Software Foundation; either version 3 of the License, or (at
8 ## your option) any later version.
10 ## Octave is distributed in the hope that it will be useful, but
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 ## General Public License for more details.
15 ## You should have received a copy of the GNU General Public License
16 ## along with Octave; see the file COPYING. If not, see
17 ## <http://www.gnu.org/licenses/>.
20 ## @deftypefn {Function File} {} logit (@var{p})
21 ## For each component of @var{p}, return the logit of @var{p} defined as
24 ## {\rm logit}(p) = \log\Big({p \over 1-p}\Big)
30 ## logit (@var{p}) = log (@var{p} / (1-@var{p}))
34 ## @seealso{logistic_cdf}
37 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
38 ## Description: Logit transformation
40 function y = logit (p)
52 %! p = [0.01:0.01:0.99];
53 %! assert(logit (p), log (p ./ (1-p)), 25*eps)
55 %!assert(logit ([-1, 0, 0.5, 1, 2]), [NaN, -Inf, 0, +Inf, NaN])
57 %% Test input validation