math/special_functions/logit.hpp

0001 // Copyright Matt Borland 2025.
0002 // Use, modification and distribution are subject to the
0003 // Boost Software License, Version 1.0.
0004 // (See accompanying file LICENSE_1_0.txt
0005 // or copy at http://www.boost.org/LICENSE_1_0.txt)
0006
0007 #ifndef BOOST_MATH_SF_LOGIT_HPP
0008 #define BOOST_MATH_SF_LOGIT_HPP
0009
0010 #include <boost/math/tools/config.hpp>
0011 #include <boost/math/policies/policy.hpp>
0012 #include <boost/math/policies/error_handling.hpp>
0013 #include <cmath>
0014 #include <cfenv>
0015
0016 namespace boost {
0017 namespace math {
0018
0019 template <typename RealType, typename Policy>
0020 RealType logit(RealType p, const Policy&)
0021 {
0022     BOOST_MATH_STD_USING
0023     using std::atanh;
0024
0025     using promoted_real_type = typename policies::evaluation<RealType, Policy>::type;
0026
0027     if (p < tools::min_value<RealType>())
0028     {
0029         return -policies::raise_overflow_error<RealType>("logit", "sub-normals will overflow ln(x/(1-x))", Policy());
0030     }
0031
0032     static const RealType crossover {RealType{1}/4};
0033     const auto promoted_p {static_cast<promoted_real_type>(p)};
0034     RealType result {};
0035     if (p > crossover)
0036     {
0037         result = static_cast<RealType>(2 * atanh(2 * promoted_p - 1));
0038     }
0039     else
0040     {
0041         result = static_cast<RealType>(log(promoted_p / (1 - promoted_p)));
0042     }
0043
0044     return result;
0045 }
0046
0047 template <typename RealType>
0048 RealType logit(RealType p)
0049 {
0050     return logit(p, policies::policy<>());
0051 }
0052
0053 } // namespace math
0054 } // namespace boost
0055
0056 #endif // BOOST_MATH_SF_LOGIT_HPP