logsumexp: Compute log(sum(exp(x),dim)) while avoiding numerical underflow (Internal function)
Description
Compute log(sum(exp(x),dim)) while avoiding numerical underflow.
Usage
logsumexp(x, margin = 1)
Arguments
x
numeric vector or matrix
margin
dimension to apply summation
Value
numeric vector or matrix of the same columns or rows (depending on margin) as x
References
Mo Chen (2012). Matlab code for Variational Bayesian Inference for Gaussian Mixture Model. http://www.mathworks.com/matlabcentral/fileexchange/35362-variational-bayesian-inference-for-gaussian-mixture-model