log1mexp {DPQ}R Documentation

Compute log(1 - exp(-a)) and log(1 + exp(x)) Numerically Optimally

Description

Compute f(a) = log(1 - exp(-a)) quickly and numerically accurately.

log1mexp() is simple pure R code;
log1mexpC() is an interface to R C API (‘Rmathlib’) function.

log1pexpC() is an interface to R C API (‘Rmathlib’) double function log1pexp() which computes log(1 + exp(x)), accurately, notably for large x, say, x > 720.

Usage

log1mexp (x)
log1mexpC(x)
log1pexpC(x)

Arguments

x

numeric vector of positive values.

Author(s)

Martin Maechler

References

Martin Mächler (2012). Accurately Computing \log(1-\exp(-|a|)); https://CRAN.R-project.org/package=Rmpfr/vignettes/log1mexp-note.pdf.

See Also

The log1mexp() function in CRAN package copula, and the corresponding vignette (in the ‘References’).

Examples

l1m.xy <- curve(log1mexp(x), -10, 10, n=1001)
stopifnot(with(l1m.xy, all.equal(y, log1mexpC(x))))


[Package DPQ version 0.4-4 Index]