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Probit factor? RRS feed

  • Question

  • Dear Infer.net,

    Is there an analogous function to Variable.Logistic(x) that returns a Variable<double> mapped to [0,1] which gives the probability given by x on the probit scale, a sort of Variable.Probit(x)? x > 0 returns the bool instead and I can't see how to convert that to the probability of the bool being true.

    Kind regards,

    Mark

    Monday, April 6, 2015 6:12 PM

Answers

  • There is no analogous function.
    • Marked as answer by MarkG87 Tuesday, April 7, 2015 2:53 PM
    Monday, April 6, 2015 8:02 PM
    Owner
  • You could use a piecewise linear function, as suggested in a previous thread.
    • Marked as answer by MarkG87 Tuesday, April 7, 2015 2:53 PM
    Tuesday, April 7, 2015 1:54 PM
    Owner

All replies

  • There is no analogous function.
    • Marked as answer by MarkG87 Tuesday, April 7, 2015 2:53 PM
    Monday, April 6, 2015 8:02 PM
    Owner
  • Thanks Tom, is there a way to map a gaussian distributed Variable<double> on to a Variable<double> bounded by 0,1 using another other combination of functions? Perhaps by reversing it from the Variable<bool> generated by applying the "> 0" function to the gaussian distributed Variable<double> ?
    Tuesday, April 7, 2015 12:45 PM
  • You could use a piecewise linear function, as suggested in a previous thread.
    • Marked as answer by MarkG87 Tuesday, April 7, 2015 2:53 PM
    Tuesday, April 7, 2015 1:54 PM
    Owner
  • Thanks Tom, I'll give the piecewise linear method a try.
    Tuesday, April 7, 2015 2:53 PM