bftprimeinv

cobitlink

Calculates \((B')^{-1}(y)\) using numerical inversion (Newton-Raphson),
where \(B'(x) = 1/(1-\exp(-x))-1/x\).
This is the cobit link function g, the canonical link function of cobin.

Provides functions for cobin and micobin regression models, a new family of generalized linear models for continuous proportional data (Y in the closed unit interval [0, 1]). It also includes an exact, efficient sampler for the Kolmogorov-Gamma random variable. For details, see Lee et al. (2025+) <doi:10.48550/arXiv.2504.15269>.

Changwoo Lee

cobin

Cobin and Micobin Regression Models for Continuous Proportional
Data

Benjamin Dahl

Otso Ovaskainen

David Dunson

bftprimeinv function

<dl><dt>y</dt>
<dd>input vector</dd>
<dt>x0</dt>
<dd>Defult 0, initial value</dd>
<dt>tol</dt>
<dd>tolerance, stopping criterion for Newton-Raphson</dd>
<dt>maxiter</dt>
<dd>max iteration of Newton-Raphson</dd></dl>

Arguments

Inverse of first derivative of cobin cumulant (log partition) function — bftprimeinv

<dl>

<dt>y</dt>
<dd>input vector</dd>


<dt>x0</dt>
<dd>Defult 0, initial value</dd>


<dt>tol</dt>
<dd>tolerance, stopping criterion for Newton-Raphson</dd>


<dt>maxiter</dt>
<dd>max iteration of Newton-Raphson</dd>

</dl>

bftprimeinv: Inverse of first derivative of cobin cumulant (log partition) function

Description

Usage

Value

Arguments