Is there an R-language interface to the R API C-language functions
Rf_logspace_add()
and Rf_logspace_sub()? I don't see one but I may not 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 accurate if these were available. They can be written in pure
R code, but would be slower because they would require something like
pmin() and pmax() to work. I think they belong in the same package as log1p()
and expm1(). I think the add and subtraction versions are the most useful
and the sum version would be very nice to have.
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
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