Mercurial > hg > octave-nkf
view scripts/statistics/base/logit.m @ 20818:9d2023d1a63c
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> |
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date | Sun, 11 Oct 2015 19:49:40 -0700 |
parents | d9341b422488 |
children |
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## Copyright (C) 1995-2015 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}) ## Compute the logit for each value of @var{p} ## ## The logit is 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{probit, 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)