NDK_LOGIT

int __stdcall NDK_LOGIT(double * X,


size_t N,


WORD retTYpe 

)

Computes the logit transformation, including its inverse.

Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
Parameters
[in,out]Xis the univariate time series data (a one dimensional array).
[in]Nis the number of observations in X.
[in]retTYpe  is a number that determines the type of return value: 1 (or missing)=logit, 2=inverse logit.
Remarks
  1. The logit link function is very commonly used for parameters that lie in the unit interval. Numerical values of theta close to 0 or 1 or out of range result in #VALUE! or #N/A.
  2. The logit transformation is defined as follows: \[y=\textit{Logit}(x)=\ln{\frac{x}{1-x}}\] And \[x=\textit{Logit}^{-1}(y)=\frac{e^y}{e^y+1}\] Where:
    • \(x_{t}\) is the input value of the input time series at time \(t\). X must be between 0 and 1, exclusive
    • \(y_{t}\) is the transformed logit value at time \(t\)
    • \(\textit{Logit}^{-1}\) is the inverse logit transformation
  3. The logit function accepts a single value or an array of values for X.
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
Examples
   
Namespace:  NumXLAPI
Class:  SFSDK
Scope:  Public
Lifetime:  Static
 




int NDK_LOGIT(double[] pData,


UIntPtr nSize,


short argRetType 

)

Computes the logit transformation, including its inverse.

 
Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
    
Parameters
[in,out]pDatais the univariate time series data (a one dimensional array).
[in]nSizeis the number of observations in pData.
[in]argRetType  is a number that determines the type of return value: 1 (or missing)=logit, 2=inverse logit.
Remarks
  1. The logit link function is very commonly used for parameters that lie in the unit interval. Numerical values of theta close to 0 or 1 or out of range result in #VALUE! or #N/A.
  2. The logit transformation is defined as follows: \[y=\textit{Logit}(x)=\ln{\frac{x}{1-x}}\] And \[x=\textit{Logit}^{-1}(y)=\frac{e^y}{e^y+1}\] Where:     
    • \(x_{t}\) is the input value of the input time series at time \(t\). X must be between 0 and 1, exclusive
    • \(y_{t}\) is the transformed logit value at time \(t\)
    • \(\textit{Logit}^{-1}\) is the inverse logit transformation
  3. The logit function accepts a single value or an array of values for X.
Exceptions
Exception Type Condition
None N/A
Requirements
Namespace NumXLAPI
Class SFSDK
Scope Public
Lifetime Static
Package NumXLAPI.DLL
Examples
References
* John H. Aldrich, Forrest D. Nelson; Linear Probability, Logit, and Probit Models; SAGE Publications, Inc; 1st Edition(Nov 01, 1984), ISBN: 0803921330
* Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
* Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
* D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
* Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848