Self-defined link function


I’d like to try link functions other than built-in choices. For example, if I want to use a cumulative density of a skewed normal, how should I do that?



Hi, sorry for the delay - was switched off over the Christmas break.

You can write your own R functions and use them as link functions in greta models. Just write out the analytic expression for the link functions as you would in R. E.g. the inverse logit link function could be written as:

inv_logit <- function (x) {
  1 / (1 - exp(x))

I see that the skew normal CDF definition on Wikipedia has some integrals, so this might not be straightforward. But I think I’ve seen an alternative definition of the cdf of the skew normal that
just uses the cdf of the standard normal (in greta: iprobit) with some transformation, so this should be doable.