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binoinv.m: Implement binary search algorithm for 28X performance increase (bug #34363). * binoinv.m: Call new functions scalar_binoinv or vector_binoinv to calculate binoinv. If there are still uncalculated values then call bin_search_binoinv to perform binary search for remaining values. Add more BIST tests. * binoinv.m (scalar_binoinv): New subfunction to calculate binoinv for scalar x. Stops when x > 1000. * binoinv.m (vector_binoinv): New subfunction to calculate binoinv for scalar x. Stops when x > 1000.
author Lachlan Andrew <lachlanbis@gmail.com>
date Sun, 11 Oct 2015 19:49:40 -0700
parents d9341b422488
children
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1 ## Copyright (C) 1995-2015 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} logit (@var{p})
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21 ## Compute the logit for each value of @var{p}
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22 ##
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23 ## The logit is defined as
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24 ## @tex
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25 ## $$
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26 ## {\rm logit}(p) = \log\Big({p \over 1-p}\Big)
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27 ## $$
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28 ## @end tex
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29 ## @ifnottex
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30 ##
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31 ## @example
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32 ## logit (@var{p}) = log (@var{p} / (1-@var{p}))
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33 ## @end example
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34 ##
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35 ## @end ifnottex
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36 ## @seealso{probit, logistic_cdf}
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37 ## @end deftypefn
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38
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39 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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40 ## Description: Logit transformation
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41
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42 function y = logit (p)
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43
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44 if (nargin != 1)
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45 print_usage ();
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46 endif
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47
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48 y = logistic_inv (p);
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49
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50 endfunction
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52
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53 %!test
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54 %! p = [0.01:0.01:0.99];
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55 %! assert (logit (p), log (p ./ (1-p)), 25*eps);
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57 %!assert (logit ([-1, 0, 0.5, 1, 2]), [NaN, -Inf, 0, +Inf, NaN])
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58
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59 ## Test input validation
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60 %!error logit ()
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61 %!error logit (1, 2)
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