explink {VGAM} | R Documentation |
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 theta
/ d eta
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.
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
.
Thomas W. Yee
Links
,
loge
,
rcim
,
Qvar
,
uninormal
.
theta <- rnorm(30) explink(theta) max(abs(explink(explink(theta), inverse = TRUE) - theta)) # Should be 0