Learn R Programming

aster2 (version 0.3-2)

link: Link Functions for Aster Models

Description

Calculate link function and up to one derivative for families known to the package.

Usage

link(xi, fam, deriv = 0, delta)

Value

a list containing some of the following components:

zeroth

the value of the link function at \(\xi\), a vector of dimension \(d\), where \(d\)

is the dimension of \(\xi\).

first

the value of the first derivative at \(\xi\), a \(d \times d\) matrix, where \(d\) is the dimension of \(\xi\) or a scalar if \(\xi\) is scalar.

Arguments

xi

mean value parameter value, a numeric vector.

fam

an object of class "astfam" produced by one of the family functions (see families) specifying the exponential family.

deriv

the number of derivatives wanted. Must be either zero or one.

delta

direction in which limit is taken. Link function is for family that is limit of family specified, limit being for distributions with canonical parameter \(\theta + s \delta\), the limit being as \(s \to \infty\). May be missing, in which case \(\delta = 0\) is assumed, which is the same as no limit being taken.

See Also

families and cumulant

Examples

Run this code
link(0.3, fam.bernoulli(), deriv = 1)
link(0.3, fam.bernoulli(), deriv = 1, delta = 1)

Run the code above in your browser using DataLab