R: Compute log(1 - exp(-a)) and log(1 + exp(x)) Numerically...

log1mexp {DPQ} | R Documentation

## Compute log(1 - exp(-a)) and log(1 + exp(x)) Numerically Optimally

### Description

Compute f(a) = log(1 - exp(-a)) quickly and numerically accurately.

`log1mexp()` is simple pure R code;
`log1mexpC()` is an interface to R C API (‘Rmathlib’) function.

`log1pexpC()` is an interface to R C API (‘Rmathlib’) `double` function `log1pexp()` which computes log(1 + exp(x)), accurately, notably for large x, say, x > 720.

### Usage

    log1mexp (x)
    log1mexpC(x)
    log1pexpC(x)

### Arguments

`x` | numeric vector of positive values.

### Author(s)

Martin Maechler

### References

Martin Mächler (2012). Accurately Computing \log(1-\exp(-|a|)); https://CRAN.R-project.org/package=Rmpfr/vignettes/log1mexp-note.pdf.

### See Also

The `log1mexp()` function in CRAN package copula, and the corresponding vignette (in the ‘References’).

### Examples

    l1m.xy <- curve(log1mexp(x), -10, 10, n=1001)
    stopifnot(with(l1m.xy, all.equal(y, log1mexpC(x))))

[Package DPQ version 0.4-4 Index]