A bug in logmeanexp has been fixed. Previously, when se = TRUE, this function used a delta-method estimate of the variance in log(mean(exp(x))) which was accurate when exp(x) had small variance but had two problems:

  1. It was overly conservative, being an estimate of the standard error on each element of x, as opposed to the standard error on log(mean(exp(x))), as might have been expected
  2. It performed poorly when the variance in exp(x) was large. In particular, it returned misleadingly small estimates of the standard error in this case.

The new version uses a jackknife estimate of the variance in log(mean(exp(x))). Since the jackknife estimate is biased upward, it is still somewhat conservative, but is more robust when the variance of exp(x) is large.


NSF
NCEAS
NIH

This software has been made possible by support from the U.S. National Science Foundation (Grants #EF-0545276, #EF-0430120), by the “Inference for Mechanistic Models” Working Group supported by the National Center for Ecological Analysis and Synthesis (a Center funded by N.S.F. (Grant #DEB-0553768), the University of California, Santa Barbara, and the State of California), and by the RAPIDD program of the Science & Technology Directorate, Department of Homeland Security and the Fogarty International Center, U.S. National Institutes of Health.