log1pexp {qgam} | R Documentation |
Calculating log(1+exp(x)) accurately
Description
Calculates log(1+exp(x))
in a numerically stable fashion.
Usage
log1pexp(x)
Arguments
x |
a numeric vector. |
Details
We follow the recipe of Machler (2012), that is formula (10) page 7.
Value
A numeric vector where the i-th entry is equal to log(1+exp(x[i]))
, but computed more stably.
Author(s)
Matteo Fasiolo <matteo.fasiolo@gmail.com>.
References
Machler, M. (2012). Accurately computing log(1-exp(-|a|)). URL: https://cran.r-project.org/package=Rmpfr/vignettes/log1mexp-note.pdf.
Examples
set.seed(141)
library(qgam);
x <- rnorm(100, 0, 100)
log1pexp(x) - log1p(exp(x))
[Package qgam version 1.3.4 Index]