VGAM (version 1.1-12)

probitlink: Probit Link Function

Description

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

Usage

probitlink(theta, bvalue = NULL, inverse = FALSE, deriv = 0,
           short = TRUE, tag = FALSE)

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

eta / d

theta as a function of theta

if inverse = FALSE, else if inverse = TRUE then it returns the reciprocal.

Arguments

theta

Numeric or character. See below for further details.

bvalue

See Links.

inverse, deriv, short, tag

Details at Links.

Author

Thomas W. Yee

Details

The probit link function is commonly used for parameters that lie in the unit interval. It is the inverse CDF of the standard normal distribution. Numerical values of theta close to 0 or 1 or out of range result in Inf, -Inf, NA or NaN.

References

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

See Also

Links, logitlink, clogloglink, cauchitlink, Normal.

Examples

p <- seq(0.01, 0.99, by = 0.01)
probitlink(p)
max(abs(probitlink(probitlink(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))
probitlink(p)  # Has NAs
probitlink(p, bvalue = .Machine$double.eps)  # Has no NAs

if (FALSE) p <- seq(0.01, 0.99, by = 0.01); par(lwd = (mylwd <- 2))
plot(p, logitlink(p), type = "l", col = "limegreen", ylab = "transformation",
     las = 1, main = "Some probability link functions")
lines(p,  probitlink(p), col = "purple")
lines(p, clogloglink(p), col = "chocolate")
lines(p, cauchitlink(p), col = "tan")
abline(v = 0.5, h = 0, lty = "dashed")
legend(0.1, 4, c("logitlink", "probitlink", "clogloglink", "cauchitlink"),
       col = c("limegreen", "purple", "chocolate", "tan"), lwd = mylwd)
par(lwd = 1)