greta (version 0.4.5)

transforms: transformation functions for greta arrays

Description

transformations for greta arrays, which may also be used as inverse link functions. Also see operators and functions.

Usage

iprobit(x)
ilogit(x)
icloglog(x)
icauchit(x)
log1pe(x)
imultilogit(x)

Arguments

x

a real-valued (i.e. values ranging from -Inf to Inf) greta array to transform to a constrained value

Details

greta does not allow you to state the transformation/link on the left hand side of an assignment, as is common in the BUGS and STAN modelling languages. That's because the same syntax has a very different meaning in R, and can only be applied to objects that are already in existence. The inverse forms of the common link functions (prefixed with an 'i') can be used instead.

The log1pe inverse link function is equivalent to log(1 + exp(x)), yielding a positive transformed parameter. Unlike the log transformation, this transformation is approximately linear for x > 1. i.e. when \(x > 1\), \(y\) is approximately \(x\)

imultilogit expects an n-by-m greta array, and returns an n-by-(m+1) greta array of positive reals whose rows sum to one. This is equivalent adding a final column of 0s and then running the softmax function widely used in machine learning.

Examples

if (FALSE) {

x1 <- normal(1, 3, dim = 10)

# transformation to the unit interval
p1 <- iprobit(x1)
p2 <- ilogit(x1)
p3 <- icloglog(x1)
p4 <- icauchit(x1)

# and to positive reals
y <- log1pe(x1)

# transform from 10x3 to 10x4, where rows are a complete set of
# probabilities
x2 <- normal(1, 3, dim = c(10, 3))
z <- imultilogit(x2)
}