logit function

Logit and Inverse-Logit Functions

Transform values to and from the logit scale. logit() calculates

logit(p)

invlogit(x)

Arguments

• p: Values in the interval [0, 1]. Can be an atomic vector, a matrix, or an rvec .
• x: Values in the interval (-Inf, Inf). Can be an atomic vector, a matrix, or an rvec .

Returns

• A vector of doubles, if p or x is a vector.
• A matrix of doubles, if p or x is a matrix.
• An object of class rvec_dbl, if p or x is an rvec.

Details

and invlogit() calculates

To avoid overflow, invlogit()

uses $p = \frac{1}{1 + e^{-x}}$

internally for $x$ where $x > 0$.

In some of the demographic literature, the logit function is defined as

logit() and invlogit() follow the conventions in statistics and machine learning, and omit the $\frac{1}{2}$.

Examples

p <- c(0.5, 1, 0.2)
logit(p)
invlogit(logit(p))