# 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] X is the univariate time series data (a one dimensional array). [in] N is 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
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] pData is the univariate time series data (a one dimensional array). [in] nSize is 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 SFSDK Public Static 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