Helper function: expanded expit

Usage

fexpit(x, sqz = 0.000001)

Arguments

x: a vector of values between -Inf and +Inf
sqz: the amount by which we 'squoze', default is .000001

Value

   a vector of values between 0 and 1 inclusive

Examples


x <- rnorm(n = 1000)
summary(x)
#>     Min.  1st Qu.   Median     Mean  3rd Qu.     Max. 
#> -3.40416 -0.72675 -0.03834 -0.03026  0.68511  3.40723 

sqz <- 1 / (10**6)
p <- fexpit(x, sqz = sqz)
summary(p)
#>    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
#> 0.03217 0.32591 0.49042 0.49408 0.66488 0.96793 

all((abs(x - flogit(p)) / x) < sqz)
#> [1] TRUE
all(abs(x - flogit(fexpit(x))) < sqz)
#> [1] TRUE