Generalized Logit and Inverse Logit Function

Description

Compute generalized logit and generalized inverse logit functions.

Usage

Logit(x, min = 0, max = 1)
LogitInv(x, min = 0, max = 1)

Arguments

Details

The generalized logit function takes values on [min, max] and transforms them to span [-Inf, Inf].
It is defined as:

y = log(p/(1-p)) where p=(x-min)/(max-min)

The generalized inverse logit function provides the inverse transformation:

x = p' * (max-min) + min where p' = exp(y)/(1+exp(y))

Value

Transformed value(s).

Author(s)

Gregory R. Warnes greg@warnes.net

See Also

logit

Examples

  x <- seq(0,10, by=0.25)
  xt <- Logit(x, min=0, max=10)
  cbind(x,xt)

  y <- LogitInv(xt, min=0, max=10)
  cbind(x, xt, y)