LinkFunction Class

Represents a link function in a GeneralizedLinearModel.

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public abstract class LinkFunction
Inheritance
Object  →  LinkFunction

Remarks

Use an instance of the LinkFunction class to define the relationship between the dependent variable and the linear combination of predictor variables in a GeneralizedLinearModel. Each ModelFamily has a canonical link function that is used if no link function is specified.

The instance members of this class are used by the GeneralizedLinearModel class and are of little interest to end users. Instead, set the LinkFunction property of the GeneralizedLinearModel class to the appropriate field or method result. The following predefined link functions are available:

MemberDescription
IdentityThe identity function. This is the canonical link function for the normal family.
LogThe natural logarithn. This is the canonical link function for the Poisson family.
LogitThe logit function. This is the canonical link function for the binomial family (logistic regression).
ProbitThe cumulative normal distribution function. This is used with the binomial family in probit regression.
ComplementaryLogLogThe complementary log-log function.
ReciprocalThe reciprocal (1 / x) function. This is the canonical link function for the gamma family.
ReciprocalSquaredThe square of the reciprocal function.
IdentityThe identity function. This is the canonical link function for the normal family.
IdentityThe identity function. This is the canonical link function for the normal family.
IdentityThe identity function. This is the canonical link function for the normal family.
IdentityThe identity function. This is the canonical link function for the normal family.
IdentityThe identity function. This is the canonical link function for the normal family.

Constructors

LinkFunctionInitializes a new instance of the LinkFunction class

Methods

DerivativeAt Evaluates the derivative of the link function.
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
FromName Returns the link function by its name.
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
Inverse Evaluates the inverse of the link function.
MapInto Evaluates the link function for a set of values.
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
NegativeBinomial Returns the negative binomial link function for the specified parameter value.
OddsPower Returns a link function that uses an odds power ratio.
Power Returns the power link function for the specified exponent.
SecondDerivativeAt Evaluates the second derivative of the link function.
ToStringReturns a string that represents the current object.
(Inherited from Object)
ValueAt Evaluates the link function.

Fields

ComplementaryLogLog Returns the complementary log-log link function.
Identity Returns the identity link function.
Log Returns the log-link function.
LogComplement Returns the complement of the log link function.
Logit Returns the logit-link function.
NegativeLogLog Returns the negative log log link function.
Probit Returns the probit-link function.
Reciprocal Returns the reciprocal link function.
ReciprocalSquared Returns the reciprocal squared link function.

See Also