CauchitLink

class superglm.CauchitLink

Bases: object

Cauchit link: eta = tan(pi*(mu - 0.5)), mu = 0.5 + arctan(eta)/pi.

The quantile function of the standard Cauchy distribution. Heavy-tailed alternative to logit for binary responses.

deriv3_inverse(

eta: NDArray,

) → NDArray

d³μ/dη³ = 2(3η² - 1) / (π(1+η²)³). Wood (2011) Appendix D.