R: Create a Link for GLM families

make.link {stats}

R Documentation

Create a Link for GLM families

Description

This function is used with the family functions in glm(). Given a link, it returns a link function, an inverse link function, the derivative dmu/deta and a function for domain checking.

Usage

make.link(link)

Arguments

link character or numeric; one of "logit", "probit", "cloglog", "identity", "log", "sqrt", "1/mu^2", "inverse", or number, say lambda resulting in power link mu ^ lambda.

Value

A list with components

`linkfun`	Link function `function(mu)`
`linkinv`	Inverse link function `function(eta)`
`mu.eta`	Derivative `function(eta)` dmu/deta
`valideta`	`function(eta)`{ `TRUE` if all of `eta` is in the domain of `linkinv` }.

Examples

str(make.link("logit"))

l2 <- make.link(2)
l2$linkfun(0:3)# 0 1 4 9
l2$mu.eta(eta= 1:2)#= 1/(2*sqrt(eta))