Difference between revisions of "Logit"
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''Built-in function new to [[Analytica 4.5]]. Before that, supplied as a function in the '''Generalized Regression''' library.'' | ''Built-in function new to [[Analytica 4.5]]. Before that, supplied as a function in the '''Generalized Regression''' library.'' | ||
| − | = Logit(p) = | + | == Logit(p) == |
The [[Logit]] function is equal to | The [[Logit]] function is equal to | ||
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The inverse of the [[Logit]] function is <code>[[Sigmoid]](x)</code> (before [[Analytica 4.5]], the function [[InvLogit]] was used, defined in the '''Generalized Regression'' library). The logit function is sometimes called the log-odds function. | The inverse of the [[Logit]] function is <code>[[Sigmoid]](x)</code> (before [[Analytica 4.5]], the function [[InvLogit]] was used, defined in the '''Generalized Regression'' library). The logit function is sometimes called the log-odds function. | ||
| − | = Library = | + | == Library == |
Advanced Math Functions | Advanced Math Functions | ||
| − | = Complex numbers = | + | == Complex numbers == |
| − | When p<0 or p>1, a warning is issued and if the warning is ignored, the result is [[NaN]]. This is the case unless you have [[EnableComplexNumbers|enabled complex numbers]]. If you have set the system variable [[EnableComplexNumbers]] to 1, then no warning is issued and [[Logit]](p) returns a complex number. | + | When ''p < 0'' or ''p > 1'', a warning is issued and if the warning is ignored, the result is [[NaN]]. This is the case unless you have [[EnableComplexNumbers|enabled complex numbers]]. If you have set the system variable [[EnableComplexNumbers]] to 1, then no warning is issued and [[Logit]](p) returns a complex number. |
| − | = See Also = | + | == See Also == |
* [[Sigmoid]](x) | * [[Sigmoid]](x) | ||
* [[LogisticRegression]] | * [[LogisticRegression]] | ||
Revision as of 23:35, 13 January 2016
Built-in function new to Analytica 4.5. Before that, supplied as a function in the Generalized Regression library.
Logit(p)
The Logit function is equal to
- [math]\displaystyle{ Logit(p) = \ln\left( p\over{1-p} \right) }[/math]
where [math]\displaystyle{ 0\lt p\lt 1 }[/math].
The inverse of the Logit function is Sigmoid(x) (before Analytica 4.5, the function InvLogit was used, defined in the 'Generalized Regression library). The logit function is sometimes called the log-odds function.
Library
Advanced Math Functions
Complex numbers
When p < 0 or p > 1, a warning is issued and if the warning is ignored, the result is NaN. This is the case unless you have enabled complex numbers. If you have set the system variable EnableComplexNumbers to 1, then no warning is issued and Logit(p) returns a complex number.
See Also
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