probit {VGAM}R Documentation

Probit Link Function

Description

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

Usage

probit(theta, earg = list(), inverse = FALSE, deriv = 0,
       short = TRUE, tag = FALSE)

Arguments

theta Numeric or character. See below for further details.
earg Optional list. Extra argument for passing in additional information. Values of theta which are less than or equal to 0 can be replaced by the bvalue component of the list earg before computing the link function value. Values of theta which are greater than or equal to 1 can be replaced by 1 minus the bvalue component of the list earg before computing the link function value. The component name bvalue stands for ``boundary value''. See Links for general information about earg.
inverse Logical. If TRUE the inverse function is computed.
deriv Order of the derivative. Integer with value 0, 1 or 2.
short Used for labelling the blurb slot of a vglmff-class object.
tag Used for labelling the linear/additive predictor in the initialize slot of a vglmff-class object. Contains a little more information if TRUE.

Details

The probit link function is commonly used for parameters that lie in the unit interval. Numerical values of theta close to 0 or 1 or out of range result in Inf, -Inf, NA or NaN. The arguments short and tag are used only if theta is character.

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 theta / d eta as a function of theta if inverse = FALSE, else if inverse = TRUE then it returns the reciprocal.

Note

Numerical instability may occur when theta is close to 1 or 0. One way of overcoming this is to use earg.

In terms of the threshold approach with cumulative probabilities for an ordinal response this link function corresponds to the univariate normal distribution (see normal1).

Author(s)

Thomas W. Yee

References

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

See Also

Links, logit, cloglog, cauchit.

Examples

p = seq(0.01, 0.99, by=0.01)
probit(p)
max(abs(probit(probit(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))
probit(p)  # Has NAs
probit(p, earg=list(bvalue= .Machine$double.eps))  # Has no NAs

## Not run: 
plot(p, logit(p), type="l", col="limegreen", ylab="transformation",
     lwd=2, las=1, main="Some probability link functions")
lines(p, probit(p), col="purple", lwd=2)
lines(p, cloglog(p), col="chocolate", lwd=2)
lines(p, cauchit(p), col="tan", lwd=2)
abline(v=0.5, h=0, lty="dashed")
legend(0.1, 4.0, c("logit", "probit", "cloglog", "cauchit"), 
       col=c("limegreen","purple","chocolate","tan"), lwd=2)
## End(Not run)

[Package VGAM version 0.7-7 Index]