bftprimeinv: Inverse of first derivative of cobin cumulant (log partition)...

View source: R/varfunctions.R

bftprimeinvR Documentation

Inverse of first derivative of cobin cumulant (log partition) function

Description

Calculates (B')^{-1}(y) using numerical inversion (Newton-Raphson), where B'(x) = 1/(1-\exp(-x))-1/x. This is the cobit link function g, the canonical link function of cobin.

Usage

bftprimeinv(y, x0 = 0, tol = 1e-08, maxiter = 100)

cobitlink(y, x0 = 0, tol = 1e-08, maxiter = 100)

Arguments

y

input vector

x0

Defult 0, initial value

tol

tolerance, stopping criterion for Newton-Raphson

maxiter

max iteration of Newton-Raphson

Value

(B')^{-1}(y)


cobin documentation built on Sept. 2, 2025, 1:08 a.m.