Parameter link function and its extra argument for
the $\lambda$ parameter.
See Links for more choices and general information.
init.lambda
Initial value for the $\lambda$ parameter.
The default means an initial value is chosen internally.
Value
An object of class "vglmff" (see vglmff-class).
The object is used by modelling functions such as vglm,
and vgam.
Details
The standard Wald distribution is a special case of the
inverse Gaussian distribution with $\mu=1$.
It has a density that can be written as
$$f(y;\lambda) = \sqrt{\lambda/(2\pi y^3)}
\; \exp\left(-\lambda (y-1)^2/(2 y)\right)$$
where $y>0$ and $\lambda>0$.
The mean of $Y$ is $1$
(returned as the fitted values) and its variance is
$1/\lambda$.
By default, $\eta=\log(\lambda)$.
References
Johnson, N. L. and Kotz, S. and Balakrishnan, N. (1994)
Continuous Univariate Distributions,
2nd edition,
Volume 1,
New York: Wiley.