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- // Copyright Matt Borland 2025.
- // Use, modification and distribution are subject to the
- // Boost Software License, Version 1.0.
- // (See accompanying file LICENSE_1_0.txt
- // or copy at http://www.boost.org/LICENSE_1_0.txt)
- #ifndef BOOST_MATH_SF_LOGIT_HPP
- #define BOOST_MATH_SF_LOGIT_HPP
- #include <boost/math/tools/config.hpp>
- #include <boost/math/policies/policy.hpp>
- #include <boost/math/policies/error_handling.hpp>
- #include <cmath>
- #include <cfenv>
- namespace boost {
- namespace math {
- template <typename RealType, typename Policy>
- RealType logit(RealType p, const Policy&)
- {
- BOOST_MATH_STD_USING
- using std::atanh;
- using promoted_real_type = typename policies::evaluation<RealType, Policy>::type;
- if (p < tools::min_value<RealType>())
- {
- return -policies::raise_overflow_error<RealType>("logit", "sub-normals will overflow ln(x/(1-x))", Policy());
- }
- static const RealType crossover {RealType{1}/4};
- const auto promoted_p {static_cast<promoted_real_type>(p)};
- RealType result {};
- if (p > crossover)
- {
- result = static_cast<RealType>(2 * atanh(2 * promoted_p - 1));
- }
- else
- {
- result = static_cast<RealType>(log(promoted_p / (1 - promoted_p)));
- }
- return result;
- }
- template <typename RealType>
- RealType logit(RealType p)
- {
- return logit(p, policies::policy<>());
- }
- } // namespace math
- } // namespace boost
- #endif // BOOST_MATH_SF_LOGIT_HPP
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