Convert Probability to Logit
logit.Rd
logit()
converts a probability to the corresponding logit value.
prob_from_logit()
converts a logit value to the corresponding probability.
Details
The logit
is defined as the log of the odds or \(\log(p / q)\), where
\(q = 1 - p\).
The probability may be calculated from the logit
by the inverse transformation: -
$$p = \exp(\displaystyle \frac{logit}{1 + logit})$$
Examples
logit(0.5)
#> [1] 0
prob_from_logit(0)
#> [1] 0.5
(s <- seq(-10, 10, by = 2))
#> [1] -10 -8 -6 -4 -2 0 2 4 6 8 10
s[1:6] + s[11:6]
#> [1] 0 0 0 0 0 0
(s <- prob_from_logit(s))
#> [1] 4.539787e-05 3.353501e-04 2.472623e-03 1.798621e-02 1.192029e-01
#> [6] 5.000000e-01 8.807971e-01 9.820138e-01 9.975274e-01 9.996646e-01
#> [11] 9.999546e-01
s[1:6] + s[11:6]
#> [1] 1 1 1 1 1 1
(s <- logit(s))
#> [1] -10 -8 -6 -4 -2 0 2 4 6 8 10
rm(s)