log1pexp: Calculating log(1+exp(x)) accurately
In qgam: Smooth Additive Quantile Regression Models

Description Usage Arguments Details Value Author(s) References Examples

Calculates log(1+exp(x)) in a numerically stable fashion.

1	log1pexp(x)

`x`	a numeric vector.

We follow the recipe of Machler (2012), that is formula (10) page 7.

A numeric vector where the i-th entry is equal to log(1+exp(x[i])), but computed more stably.

Matteo Fasiolo <matteo.fasiolo@gmail.com>.

Machler, M. (2012). Accurately computing log(1-exp(-|a|)). URL: https://cran.r-project.org/package=Rmpfr/vignettes/log1mexp-note.pdf.

set.seed(141)
library(qgam); 
x <- rnorm(100, 0, 100)
log1pexp(x) - log1p(exp(x))

Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-33. For overview type 'help("mgcv-package")'.
  [1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
 [38] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
 [75] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0