loglog {VGAM}R Documentation

Log-log Link Function

Description

Computes the log-log transformation, including its inverse and the first two derivatives.

Usage

loglog(theta, earg = list(), inverse = FALSE, deriv = 0,
       short = TRUE, tag = FALSE)

Arguments

theta

Numeric or character. See below for further details.

earg

Optional list. Extra argument for passing in additional information. Values of theta which are less than or equal to 1 can be replaced by the bvalue component of the list earg before computing the link function value. The component name bvalue stands for “boundary value”. See Links for general information about earg.

inverse

Logical. If TRUE the inverse function is computed.

deriv

Order of the derivative. Integer with value 0, 1 or 2.

short

Used for labelling the blurb slot of a vglmff-class object.

tag

Used for labelling the linear/additive predictor in the initialize slot of a vglmff-class object. Contains a little more information if TRUE.

Details

The log-log link function is commonly used for parameters that are greater than unity. Numerical values of theta close to 1 or out of range result in Inf, -Inf, NA or NaN. The arguments short and tag are used only if theta is character.

Value

For deriv = 0, the log of theta, i.e., log(log(theta)) when inverse = FALSE, and if inverse = TRUE then exp(exp(theta)).

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.

Note

Numerical instability may occur when theta is close to 1 unless earg is used.

Author(s)

Thomas W. Yee

References

McCullagh, P. and Nelder, J. A. (1989) Generalized Linear Models, 2nd ed. London: Chapman & Hall.

See Also

Links, loge, logoff.

Examples

x = seq(0.8, 1.5, by=0.1)
loglog(x)  # Has NAs
loglog(x, earg=list(bvalue=1.0 + .Machine$double.eps))  # Has no NAs

x = seq(1.01, 10, len=100)
loglog(x)
max(abs(loglog(loglog(x), inverse=TRUE) - x)) # Should be 0

[Package VGAM version 0.8-4 Index]