Feat: Add Complementary Log-Log (cloglog) link function#511
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swayam-kharade1407 wants to merge 4 commits intodswah:mainfrom
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Feat: Add Complementary Log-Log (cloglog) link function#511swayam-kharade1407 wants to merge 4 commits intodswah:mainfrom
swayam-kharade1407 wants to merge 4 commits intodswah:mainfrom
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Hi team! I'm an aspiring GSoC 2026 contributor and while exploring the links.py module in pyGAM, I noticed that the Complementary Log-Log (cloglog) link function was not currently implemented.
This PR adds a CLogLogLink class, which is commonly used for binomial models with asymmetric probabilities (e.g., rare-event modelling). The implementation includes numerical safeguards using np.clip to avoid issues such as log(0) or overflow in exponential computations near the boundaries.
Additionally, a small test suite (tests/test_links.py) has been added to verify the correctness of the implementation by ensuring that the link and inverse (mu) functions behave consistently.
Please let me know if any changes or improvements are needed. Thanks!