logSumExpTrick

Apply log-sum-exp trick to a numeric vector.

Algorithms of nonparametric sequential test and online
change-point detection for streams of univariate (sub-)Gaussian, binary,
and bounded random variables, introduced in following publications -
Shin et al. (2024) <doi:10.48550/arXiv.2203.03532>,
Shin et al. (2021) <doi:10.48550/arXiv.2010.08082>.

Jaehyeok Shin

stcpR6

Sequential Test and Change-Point Detection Algorithms Based on
E-Values / E-Detectors

logSumExpTrick function

<dl><dt>xs</dt>
<dd>A numeric vector.</dd></dl>

Arguments

log-sum-exp trick — logSumExpTrick

<dl>

<dt>xs</dt>
<dd>A numeric vector.</dd>

</dl>

logSumExpTrick: log-sum-exp trick

Description

Usage

Value

Arguments