R: Calculating log(1+exp(x)) accurately

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 1.3.2 Index]