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2011 Oct 17
1
Best practices for handling very small numbers?
Greetings I have been experimenting with sampling from posterior distributions using R. Assume that I have the following observations from a normal distribution, with an unscaled joint likelihood function: normsamples = rnorm(1000,8,3) joint_likelihood = function(observations, mean, sigma){ return((sigma ^ (-1 * length(observations))) * exp(-0.5 * sum( ((observations - mean ) ^ 2)) / (sigma ^ 2) )); } the joint likelihood omits the constant (1/(2Pi)^n), which is what I want, because I've been experimen...