[R] Adding the complementary log-link to binomial() and make.link()

[Ken Knoblauch]

Roland Deutsch <roland.deutsch <at> tuwien.ac.at> writes:
> in my research I frequently work with binomial 
response models, which 
> are of course part of the generalized linear 
models. While I do use 
> common link functions such as the logit, probit 
and cloglog, I often 
> have the need of invoking the lesser-known 
Complementary Log link 
> (Walter W. Piegorsch, 1992, "Complementary Log 
Regression for 
> Generalized Linear Models ", The American 
Statistician , Vol. 46, No. 2, 
> pp. 94-99 ) which is based on the exponential 
distribution.
> 
> Before the release of R 3.0, I simply could 
do so by adding the 
> following lines to the long switch command 
in make.link(...):
> 
> clog = {
>          linkfun <- function(mu) qexp(mu)
>          linkinv <- function(eta) pmax(.Machine$double.eps,pexp(eta))
>          mu.eta <- function(eta) pmax(dexp(eta), .Machine$double.eps)
>          valideta <- function(eta) all(eta > 0)
>      },
> 
> and then add "clog" to the okLinks vector in 
binomial(). However, I 

I wouldn't mess with make.link.  Why don't you just
define your own custom link, for example following the
example under help(family)?  This is what I did in
the psyphy package and I just checked and
they all still work under the current version of R.

> Thanks a lot,
> Roland Deutsch

-- 
Kenneth Knoblauch
Inserm U846
Stem-cell and Brain Research Institute
Department of Integrative Neurosciences
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