Complementary-log Link Function
Computes the Complementary-log Transformation, Including its Inverse and the First Two Derivatives.
logclink(theta, bvalue = NULL, inverse = FALSE, deriv = 0, short = TRUE, tag = FALSE)
The complementary-log link function is suitable for parameters that
are less than unity.
Numerical values of theta
close to 1 or out of range
result in
Inf
, -Inf
, NA
or NaN
.
For deriv = 0
, the log of theta
, i.e.,
log(1-theta)
when inverse = FALSE
,
and if inverse = TRUE
then
1-exp(theta)
.
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 1.
One way of overcoming this is to use bvalue
.
Thomas W. Yee
McCullagh, P. and Nelder, J. A. (1989). Generalized Linear Models, 2nd ed. London: Chapman & Hall.
## Not run: logclink(seq(-0.2, 1.1, by = 0.1)) # Has NAs ## End(Not run) logclink(seq(-0.2,1.1,by=0.1),bvalue=1-.Machine$double.eps) # Has no NAs
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