pxfm/logs/
logit.rs

1/*
2 * // Copyright (c) Radzivon Bartoshyk 9/2025. All rights reserved.
3 * //
4 * // Redistribution and use in source and binary forms, with or without modification,
5 * // are permitted provided that the following conditions are met:
6 * //
7 * // 1.  Redistributions of source code must retain the above copyright notice, this
8 * // list of conditions and the following disclaimer.
9 * //
10 * // 2.  Redistributions in binary form must reproduce the above copyright notice,
11 * // this list of conditions and the following disclaimer in the documentation
12 * // and/or other materials provided with the distribution.
13 * //
14 * // 3.  Neither the name of the copyright holder nor the names of its
15 * // contributors may be used to endorse or promote products derived from
16 * // this software without specific prior written permission.
17 * //
18 * // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
19 * // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
20 * // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
21 * // DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
22 * // FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
23 * // DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
24 * // SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
25 * // CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
26 * // OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
27 * // OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
28 */
29use crate::double_double::DoubleDouble;
30use crate::logs::{fast_log_d_to_dd, log1p_fast_dd};
31
32/// Inverse logistic function
33pub fn f_logit(x: f64) -> f64 {
34    let ux = x.to_bits();
35    if ux >= 0x3ff0000000000000u64 || ux == 0 {
36        // |x| == 0, |x| == inf, |x| == NaN, x < 0, x >= 1
37        if ux.wrapping_shl(1) == 0 {
38            return 0.;
39        }
40        if ux == 0x3ff0000000000000u64 {
41            // x == 1
42            return f64::INFINITY;
43        }
44        return f64::NAN;
45    }
46    // logit(x) = log(x/(1-p)) = log(x) - log(1-p)
47    let v0 = fast_log_d_to_dd(x);
48    let v1 = log1p_fast_dd(-x);
49    let product = DoubleDouble::quick_dd_sub(v0, v1);
50    product.to_f64()
51}
52
53#[cfg(test)]
54mod tests {
55    use super::*;
56
57    #[test]
58    fn test_logit() {
59        assert_eq!(f_logit(0.70000000000007534), 0.8472978603875624);
60        assert_eq!(f_logit(0.234), -1.1858610543828898);
61        assert_eq!(f_logit(0.142112), -1.7978580757271523);
62        assert_eq!(f_logit(0.86543), 1.8611419834868623);
63        assert_eq!(f_logit(0.21312), -1.3062203716758034);
64        assert_eq!(f_logit(0.128765), -1.91192270767172);
65        assert_eq!(f_logit(1.), f64::INFINITY);
66        assert!(f_logit(-0.00123).is_nan());
67        assert!(f_logit(f64::NAN).is_nan());
68    }
69}
pxfm/logs/logit.rs

pxfm/logs/
logit.rs
