Pedro.Rodriguez at sungard.com
2007-Sep-16 15:18 UTC
[R] Factorial, L-moments, and overflows
Hi everyone, In the package POT, there is a function that computes the L-moments of a given sample (samlmu). However, to compute those L-moments, one needs to obtain the total number of combinations between two numbers, which, by the way, requires the use of a factorial. See, for example, Hosking (1990 , p. 113). How does the function "samlmu" in the package POT avoids overflows? I was trying to build from scratch a R function similar to "samlmu" and ran into overflows (Just for my educational purposes :o) ). Is there a trick that I am missing to avoid overflows in the factorial function? Thank you very much for your time. Pedro N. Rodriguez SSRN Homepage: http://ssrn.com/author=412141/ Homepage: http://www.pnrodriguez.com/
It sounds like you are using 'integers'. Have you considered 'numeric' (floating point)? You can always look at the function 'samlmu' to see what it does in this case. On 9/16/07, Pedro.Rodriguez at sungard.com <Pedro.Rodriguez at sungard.com> wrote:> Hi everyone, > > In the package POT, there is a function that computes the L-moments of a given sample (samlmu). However, to compute those L-moments, one needs to obtain the total number of combinations between two numbers, which, by the way, requires the use of a factorial. See, for example, Hosking (1990 , p. 113). > > How does the function "samlmu" in the package POT avoids overflows? > > I was trying to build from scratch a R function similar to "samlmu" and ran into overflows (Just for my educational purposes :o) ). Is there a trick that I am missing to avoid overflows in the factorial function? > > Thank you very much for your time. > > Pedro N. Rodriguez > SSRN Homepage: http://ssrn.com/author=412141/ > Homepage: http://www.pnrodriguez.com/ > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Jim Holtman Cincinnati, OH +1 513 646 9390 What is the problem you are trying to solve?