Stan Math Library
4.9.0
Automatic Differentiation
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The inverse complementary log-log function.
The function is defined by
inv_cloglog(x) = 1 - exp(-exp(x))
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This function can be used to implement the inverse link function for complementary-log-log regression.
\[ \mbox{inv\_cloglog}(y) = \begin{cases} \mbox{cloglog}^{-1}(y) & \mbox{if } -\infty\leq y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } y = \textrm{NaN} \end{cases} \]
\[ \frac{\partial\, \mbox{inv\_cloglog}(y)}{\partial y} = \begin{cases} \frac{\partial\, \mbox{cloglog}^{-1}(y)}{\partial y} & \mbox{if } -\infty\leq y\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } y = \textrm{NaN} \end{cases} \]
\[ \mbox{cloglog}^{-1}(y) = 1 - \exp \left( - \exp(y) \right) \]
\[ \frac{\partial \, \mbox{cloglog}^{-1}(y)}{\partial y} = \exp(y-\exp(y)) \]
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Definition at line 49 of file inv_cloglog.hpp.