[R] (arbitrary) precision

[Kjetil Brinchmann Halvorsen]

Gabor Grothendieck wrote:

>Michael Grottke <Michael.Grottke <at> duke.edu> writes:
>
>
>: I am currently using R for fitting a model to various data sets 
>: (minimizing the negative log-likelihood) and calculating a number of 
>: metrics based on the parameter estimates. Within these calculations, I 
>: have steps of the form
>: 
>: log(log(1+x)),
>: 
>: where x can be very small (e.g., around 1e-16). Unfortunately, the 
>: precision of doubles does not suffice for coping with the difference in 
>: the orders of magnitude of 1 and x: 1+x is rounded to 1.
>: 
>: One way for solving this problem seems to be to use an arbitrary 
>: precision library implemented in C and call the respective routines for 
>: calculating the logarithm(s) from within R.
>: 
>: My questions are as follows:
>: 1. Is there any better/more direct way to solve the problem?
>: 2. Is there any arbitrary precision library you can suggest in particular?
>: 
>
>The approximation log(1+x) = x would be accuate to several decimal
>places in your case so your expression would reduce to 
>log(log(1+x)) = log(x).
>
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>  
>
see also   ?log1p

Kjetil

-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra





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