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SACOBRA (version 1.2)

plog: Monotonic transform

Description

The function is introduced in [Regis 2014] and extended here by a parameter \(p_{shift}\). It is used to squash functions with a large range into a smalller range. Let \(y' = (y-p_{shift})\): $$ plog(y) = \ln(1+ y'), \quad\mbox{if}\quad y' \ge 0 $$ $$ plog(y) = -\ln(1- y'), \quad\mbox{if}\quad y' < 0 $$

Usage

plog(y, pShift = 0)

Arguments

y

function argument

pShift

shift

Value

\(plog(y)\)

See Also

plogReverse