Exponential Link Function
Computes the exponential transformation, including its inverse and the first two derivatives.
explink(theta, bvalue = NULL, inverse = FALSE, deriv = 0, short = TRUE, tag = FALSE)
theta |
Numeric or character. See below for further details. |
bvalue |
See |
inverse, deriv, short, tag |
Details at |
The exponential link function is potentially suitable for parameters that
are positive.
Numerical values of theta close to negative or positive infinity
may result in
0, Inf, -Inf, NA or NaN.
For explink with deriv = 0,
the exponential of theta, i.e.,
exp(theta) when inverse = FALSE.
And if inverse = TRUE then
log(theta);
if theta is not positive then it will return NaN.
For deriv = 1, then the function returns
d eta / d theta as a function of theta
if inverse = FALSE,
else if inverse = TRUE then it returns the reciprocal.
Here, all logarithms are natural logarithms, i.e., to base e.
Numerical instability may occur when theta is
close to negative or positive infinity.
One way of overcoming this (one day) is to use bvalue.
Thomas W. Yee
theta <- rnorm(30) explink(theta) max(abs(explink(explink(theta), inverse = TRUE) - theta)) # Should be 0
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