EstimationTools (version 4.0.0)

NegInv_link: Negative inverse link function (for estimation with maxlogL object)

Description

NegInv_link object provides a way to implement negative inverse link function that maxlogL needs to perform estimation. See documentation for maxlogL for further information on parameter estimation and implementation of link objects.

Usage

NegInv_link()

Value

A list with negative inverse link function, its inverse and its name.

Details

NegInv_link is part of a family of generic functions with no input arguments that defines and returns a list with details of the link function:

1. name: a character string with the name of the link function.

2. g: implementation of the link function as a generic function in R.

3. g_inv: implementation of the inverse link function as a generic function in R.

There is a way to add new mapping functions. The user must specify the details aforesaid.

See Also

maxlogL

Other link functions: log_link(), logit_link()

Examples

# Estimation of rate parameter in exponential distribution
T <- rexp(n = 1000, rate = 3)
lambda <- maxlogL(x = T, dist = "dexp", start = 5,
                  link = list(over = "rate", fun = "NegInv_link"))
summary(lambda)

# Link function name
fun <- NegInv_link()$name
print(fun)

# Link function
g <- NegInv_link()$g
curve(g(x), from = 0.1, to = 1)

# Inverse link function
ginv <- NegInv_link()$g_inv
curve(ginv(x), from = 0.1, to = 1)