probit: Probit Link Function

Description

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

Usage

probit(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 0 can be replaced by the bvalue component of the list earg before computing the link function

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.

Value

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

Details

The probit link function is commonly used for parameters that lie in the unit interval. Numerical values of theta close to 0 or 1 or out of range result in Inf, -Inf, NA or NaN. The arguments short and tag are used only if theta is character.

References

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

Examples

Run this code

p = seq(0.01, 0.99, by=0.01)
probit(p)
max(abs(probit(probit(p), inverse=TRUE) - p)) # Should be 0

p = c(seq(-0.02, 0.02, by=0.01), seq(0.97, 1.02, by=0.01))
probit(p)  # Has NAs
probit(p, earg=list(bvalue= .Machine$double.eps))  # Has no NAs

p = seq(0.01, 0.99, by=0.01)
plot(p, logit(p), type="l", col="limegreen", ylab="transformation",
     lwd=2, las=1, main="Some probability link functions")
lines(p, probit(p), col="purple", lwd=2)
lines(p, cloglog(p), col="chocolate", lwd=2)
lines(p, cauchit(p), col="tan", lwd=2)
abline(v=0.5, h=0, lty="dashed")
legend(0.1, 4.0, c("logit", "probit", "cloglog", "cauchit"), 
       col=c("limegreen","purple","chocolate","tan"), lwd=2)

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