logmeanexp {pomp} | R Documentation |
The log-mean-exp trick
Description
logmeanexp
computes
avoiding over- and under-flow in doing so. It can optionally return an estimate of the standard error in this quantity.
Usage
logmeanexp(x, se = FALSE, ess = FALSE)
Arguments
x |
numeric |
se |
logical; give approximate standard error? |
ess |
logical; give effective sample size? |
Details
When se = TRUE
, logmeanexp
uses a jackknife estimate of the variance in .
When ess = TRUE
, logmeanexp
returns an estimate of the effective sample size.
Value
log(mean(exp(x)))
computed so as to avoid over- or underflow.
If se = TRUE
, the approximate standard error is returned as well.
If ess = TRUE
, the effective sample size is returned also.
Author(s)
Aaron A. King
Examples
# takes too long for R CMD check
## an estimate of the log likelihood:
ricker() |>
pfilter(Np=1000) |>
logLik() |>
replicate(n=5) -> ll
logmeanexp(ll)
## with standard error:
logmeanexp(ll,se=TRUE)
## with effective sample size
logmeanexp(ll,ess=TRUE)
[Package pomp version 5.11.0.0 Index]