[R] Computational problems in R
murdoch at stats.uwo.ca
Sat Oct 25 01:04:35 CEST 2008
On 24/10/2008 12:42 PM, A.Noufaily wrote:
> Dear all,
> I would be grateful if anyone can help me with the following:
> My aim is to compute explicitely the sum S=A+B where A=sum(exp(c_i/d)),
> B, c_i, and d are real numbers with -Inf<B,c_i<+Inf; and d>0.
> The problem is that when c_i/d >710 (for some i) R is setting
> exp(c_i/d) to be equal to +Inf and hence the whole summation S.
> So in simple cases where for example c_i=8 (for some i), and d=0.01 the
> whole summation is turning out to be infinite.
> Is there a way to get round that in R?
> Can anyone suggest any computational trick to calculate S when c_i/d>710
> (for some i)?
Work on a log scale. Use the identity that
A+B = A*(1 + B/A)
= exp(log(A) + log(1 + B/A))
(where you chose A to be the biggest term in the sum).
> Any suggestions would be much appreciated.
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