expit: Expit and Logit.

In rje: Miscellaneous Useful Functions for Statistics

Expit and Logit.

Description

Functions to take the expit and logit of numerical vectors.

Usage

expit(x)

logit(x)

Arguments

x	vector of real numbers; for logit to return a sensible value these should be between 0 and 1.

Details

logit implements the usual logit function, which is

logit(x) = log(x/(1-x)),

and expit its inverse:

expit(x) = e^x/(1+e^x).

It is assumed that logit(0) = -Inf and logit(1) = Inf, and correspondingly for expit.

Value

A real vector corresponding to the expits or logits of x

Functions

• logit: logit function

Warning

Choosing very large (positive or negative) values to apply to expit may result in inaccurate inversion (see example below).

Author(s)

Robin Evans

Examples

x = c(5, -2, 0.1)
y = expit(x)
logit(y)

# Beware large values!
logit(expit(100))

rje documentation built on Nov. 12, 2022, 9:06 a.m.