eln: Log probability arithmetic

In plotHMM: Plot Hidden Markov Models

Log probability arithmetic

Description

Binary operators in log probability space, to avoid numerical underflow.

Usage

elnproduct(elnx, elny)
elnsum(elnx, elny)
logsumexp(exponents.vec)

Arguments

elnx, elny, exponents.vec

numeric vectors of log probabilities.

Value

Numeric vector with one (logsumexp) or more (others) log probability value(s).

Author(s)

Toby Dylan Hocking

References

http://bozeman.genome.washington.edu/compbio/mbt599_2006/hmm_scaling_revised.pdf

Examples

px <- c(0.1, 0.5, 0.9)
py <- c(0.001, 0.123, 0.999)
lx <- log(px)
ly <- log(py)
library(plotHMM)
elnproduct(lx, ly)
elnsum(lx, ly)
logsumexp(ly)

plotHMM documentation built on Sept. 8, 2023, 5:47 p.m.