inv_logit.hpp

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#ifndef STAN_MATH_PRIM_FUN_INV_LOGIT_HPP
#define STAN_MATH_PRIM_FUN_INV_LOGIT_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/prim/fun/inv.hpp>
#include <stan/math/prim/functor/apply_scalar_unary.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
inline double inv_logit(double a) {
  using std::exp;
  if (a < 0) {
    double exp_a = exp(a);
    if (a < LOG_EPSILON) {
      return exp_a;
    }
    return exp_a / (1 + exp_a);
  }
  return inv(1 + exp(-a));
}
 
struct inv_logit_fun {
  template <typename T>
  static inline auto fun(const T& x) {
    return inv_logit(x);
  }
};
 
template <
    typename T, require_not_var_matrix_t<T>* = nullptr,
    require_all_not_nonscalar_prim_or_rev_kernel_expression_t<T>* = nullptr>
inline auto inv_logit(const T& x) {
  return apply_scalar_unary<inv_logit_fun, T>::apply(x);
}
 
// TODO(Tadej): Eigen is introducing their implementation logistic() of this
// in 3.4. Use that once we switch to Eigen 3.4
 
}  // namespace math
}  // namespace stan
 
#endif