Ensemble Kalman filters
Description Usage Arguments Details Value Author(s) Examples
logmeanexp computes
log mean exp(x_i),
avoiding over- and under-flow in doing so. It can optionally return an estimate of the standard error in this quantity.
1 | logmeanexp(x, se = FALSE)
|
x |
numeric |
se |
logical; give approximate standard error? |
When se = TRUE, logmeanexp uses a jackknife estimate of the variance in log(x).
log(mean(exp(x))) computed so as to avoid over- or underflow.
If se = FALSE, the approximate standard error is returned as well.
Aaron A. King
1 2 3 4 5 6 7 | ## generate a bifurcation diagram for the Ricker map
pompExample(ricker)
ll <- replicate(n=5,logLik(pfilter(ricker,Np=1000)))
## an estimate of the log likelihood:
logmeanexp(ll)
## with standard error:
logmeanexp(ll,se=TRUE)
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