jac.logit {bisque} | R Documentation |
Let X=logit(Y) be a transformation of a random variable Y that lies in the closed interval (L,U). This function computes the jacobian J(x) when using the density of Y to evaluate the density of X via
f(x) = f_y(logit^{-1}(x) * (U-L) + L) J(x)
where
J(x) = (U-L) d/dx logit^{-1}(x).
jac.logit(x, log = TRUE, range = c(0, 1))
x |
value at which to evaluate J(x) |
log |
TRUE to return log(J(x)) |
range |
vector specifying min and max range of the closed interval for the logit. While the logit is defined for real numbers in the unit interval, we extend it to real numbers in arbitrary closed intervals (L,U). |
jac.logit(1)