logSumExp: Computes log( sum_i(exp(v_i)) ) in a stable way.

In lgaborini/bayessource: Bayesian approach to evaluate whether two datasets come from the same population

Description

Computes log( sum_i(exp(v_i)) ) in a stable way.

Usage

logSumExp(v)

See Also

Other C++ functions: chol2inv(), diwishart_inverse(), dmvnorm(), inv_Cholesky_from_Cholesky(), inv_sympd_tol(), inv_triangular(), isCholeskyOn(), ldet_from_Cholesky(), logCummeanExp(), logCumsumExp(), logSumExpMean(), marginalLikelihood_internal(), rmvnorm(), rwish()

Other math functions: chol2inv(), inv_Cholesky_from_Cholesky(), inv_pd(), inv_sympd_tol(), inv_triangular(), ldet_from_Cholesky(), logCummeanExp(), logCumsumExp(), logSumExpMean()

lgaborini/bayessource documentation built on Nov. 9, 2021, 2:10 p.m.