pomp (version 0.53-5)

logmeanexp: The log-mean-exp trick

Description

logmeanexp computes the log-mean-exp of a set of numbers.

Usage

logmeanexp(x, se = FALSE)

Arguments

x

numeric

se

logical; give approximate standard error?

Value

• log(mean(exp(x))) computed so as to avoid over- or underflow. If se = FALSE, the approximate standard error is returned as well.

Examples

## 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)
  logmeanexp(ll,se=TRUE)