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logsum
2013 Nov 07
1
R interface to C API Rf_logspace_{add,sub}?
...looking under the
right name.
Various packages have functions which do that same sort
of thing (log(exp(x)+exp(y)) and log(exp(x)-exp(y)) without unnecessary
floating point errors). They have names like
matrixStats::logSumExp(lx, na.rm=FALSE, ...) (the ... is ignored by the function)
sna::logSub(x,y), logSum(x), logMean(x)
BTYD::addLogs(loga, logb) and subLogs(loga, logb)
Googling for logSumExp (the Python name) indicates that many know this as "LSE"
(the "Log-Sum-Exp trick").
I've seen several instances in R-help recently where user code could be
made more acc...