I wish to write a new link function for a GLM. R's glm routine does
not supply the "loglog" link. I modified the make.link function adding
the code:
}, loglog = {
linkfun <- function(mu) -log(-log(mu))
linkinv <- function(eta) exp(-exp(-eta))
mu.eta <- function(eta) exp(-exp(-eta)-eta)
valideta <- function(eta) all(eta != 0)
}, stop(sQuote(link), " link not recognised"))
structure(list(linkfun = linkfun, linkinv = linkinv, mu.eta = mu.eta,
valideta = valideta, name = link), class = "link-glm")
}
and then call glm with argument
glm(y~x1+x2+x3,family=binomial(link=make.link("loglog")),data=X)
and that seems to work.
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