| explink {VGAM} | R Documentation |
Exponential Link Function
Description
Computes the exponential transformation, including its inverse and the first two derivatives.
Usage
explink(theta, bvalue = NULL, inverse = FALSE, deriv = 0,
short = TRUE, tag = FALSE)
Arguments
theta |
Numeric or character. See below for further details. |
bvalue |
See |
inverse, deriv, short, tag |
Details at |
Details
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.
Value
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.
Note
This function has particular use for
computing quasi-variances when
used with rcim and uninormal.
Numerical instability may occur when theta is
close to negative or positive infinity.
One way of overcoming this (one day) is to use bvalue.
Author(s)
Thomas W. Yee
See Also
Links,
loglink,
rcim,
Qvar,
uninormal.
Examples
theta <- rnorm(30)
explink(theta)
max(abs(explink(explink(theta), inverse = TRUE) - theta)) # 0?