fisherz: Fisher's Z Link Function

Description

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

Usage

fisherz(theta, bminvalue = NULL, bmaxvalue = NULL,
        inverse = FALSE, deriv = 0, short = TRUE, tag = FALSE)

Arguments

theta

Numeric or character. See below for further details.

bminvalue, bmaxvalue

Optional boundary values. Values of theta which are less than or equal to \(-1\) can be replaced by bminvalue before computing the link function value. Values of theta which are greater than or equal to \(1\) can be replaced by bmaxvalue before computing the link function value. See Links.

inverse, deriv, short, tag

Details at Links.

Value

For deriv = 0, 0.5 * log((1+theta)/(1-theta)) (same as atanh(theta)) when inverse = FALSE, and if inverse = TRUE then (exp(2*theta)-1)/(exp(2*theta)+1) (same as tanh(theta)).

For deriv = 1, then the function returns d eta / d theta as a function of theta if inverse = FALSE, else if inverse = TRUE then it returns the reciprocal.

Here, all logarithms are natural logarithms, i.e., to base e.

Details

The fisherz link function is commonly used for parameters that lie between \(-1\) and \(1\). Numerical values of theta close to \(-1\) or \(1\) or out of range result in Inf, -Inf, NA or NaN.

References

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

Examples

Run this code

# NOT RUN {
theta <- seq(-0.99, 0.99, by = 0.01)
y <- fisherz(theta)
# }
# NOT RUN {
 plot(theta, y, type = "l", las = 1, ylab = "",
   main = "fisherz(theta)", col = "blue")
abline(v = (-1):1, h = 0, lty = 2, col = "gray") 
# }
# NOT RUN {
x <- c(seq(-1.02, -0.98, by = 0.01), seq(0.97, 1.02, by = 0.01))
fisherz(x)  # Has NAs
fisherz(x, bminvalue = -1 + .Machine$double.eps,
           bmaxvalue =  1 - .Machine$double.eps)  # Has no NAs
# }

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