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+## Copyright (C) 1995-2012 Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} logit (@var{p})
+## For each component of @var{p}, return the logit of @var{p} defined as
+## @tex
+## $$
+## {\rm logit}(p) = \log\Big({p \over 1-p}\Big)
+## $$
+## @end tex
+## @ifnottex
+##
+## @example
+## logit (@var{p}) = log (@var{p} / (1-@var{p}))
+## @end example
+##
+## @end ifnottex
+## @seealso{logistic_cdf}
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Logit transformation
+
+function y = logit (p)
+
+  if (nargin != 1)
+    print_usage ();
+  endif
+
+  y = logistic_inv (p);
+
+endfunction
+
+
+%!test
+%! p = [0.01:0.01:0.99];
+%! assert(logit (p), log (p ./ (1-p)), 25*eps)
+
+%!assert(logit ([-1, 0, 0.5, 1, 2]), [NaN, -Inf, 0, +Inf, NaN])
+
+%% Test input validation
+%!error logit ()
+%!error logit (1, 2)