pgenlogis( x=c(-.3 , 0 , .25 , 1 ) , alpha1=0 , alpha2= .6 )
## [1] 0.4185580 0.5000000 0.5621765 0.7310586
####################################################################
# compare link functions
x <- seq( -3 ,3 , .1 )
#***
# logistic link
y <- pgenlogis( x , alpha1=0, alpha2=0 )
plot( x , plogis(x) , type="l" , main="Logistic Link" , lwd=2)
points( x , y , pch=1 , col=2 )
#***
# probit link
round( genlogis.moments( alpha1=.165 , alpha2=.165 ) , 3 )
## M SD Var
## 0.000 1.472 2.167
# SD of generalized logistic link function is 1.472
y <- pgenlogis( x * 1.47 , alpha1=.165 , alpha2=.165 )
plot( x , pnorm(x) , type="l" , main="Probit Link" , lwd=2)
points( x , y , pch=1 , col=2 )
#***
# loglog link
y <- pgenlogis( -.39 + 1.20*x -.007*x^2 , alpha1=-.037 , alpha2=.62 )
plot( x , exp( - exp( -x ) ) , type="l" , main="Loglog Link" , lwd=2,
ylab="loglog(x) = exp(-exp(-x))" )
points( x , y , pch=17 , col=2 )
#***
# cloglog link
y <- pgenlogis( .54+1.64*x +.28*x^2 + .046*x^3 , alpha1=.062 , alpha2=-.037 )
plot( x , 1-exp( - exp(x) ) , type="l" , main="Cloglog Link" , lwd=2,
ylab="loglog(x) = 1-exp(-exp(x))" )
points( x , y , pch=17 , col=2 )
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