log_sum_exp: Compute log-sum-exp

In Cronjaeger/HotBirdHMM: Find Recombination Hoitspots using a Hidden Markov Model

Description

Compute log(exp(x1) + exp(x2) + ... + exp(xn)) in a numerically stable manner by relying on the identity log(exp(x1) + exp(x2) + ... + exp(xn)) = c + log(exp(x1 - c) + exp(x2 - c) + ... + exp(xn - c)) for any real c. We here work with c = (min(x) + max(x)) / 2, which minimizes max_i |x_i - c|

Usage

log_sum_exp(x)

Arguments

x	a vector of numbers

Value

log(exp(x[1]) + exp(x[2]) + ... + exp(x[n]))

Cronjaeger/HotBirdHMM documentation built on May 9, 2019, 6:01 p.m.