public static double LogSum(float lnx, float lny)
{
if (lnx == Single.NegativeInfinity)
{
return(lny);
}
if (lny == Single.NegativeInfinity)
{
return(lnx);
}
if (lnx > lny)
{
return(lnx + Special.Log1p(Math.Exp(lny - lnx)));
}
return(lny + Special.Log1p(Math.Exp(lnx - lny)));
}
public static double LogSum(float lna, float lnc)
{
if (lna == Single.NegativeInfinity)
{
return(lnc);
}
if (lnc == Single.NegativeInfinity)
{
return(lna);
}
if (lna > lnc)
{
return(lna + Special.Log1p(Math.Exp(lnc - lna)));
}
return(lnc + Special.Log1p(Math.Exp(lna - lnc)));
}
public static double Log1pexp(double x)
{
// Computes Math.Log(1.0 / (1.0 + Math.Exp(-sum)));
// https://cran.r-project.org/web/packages/Rmpfr/vignettes/log1mexp-note.pdf
if (x < -37)
{
return(Math.Exp(x));
}
if (x <= 18)
{
return(Special.Log1p(Math.Exp(x)));
}
if (x <= 33)
{
return(x + Math.Exp(-x));
}
return(x);
}
/// <summary>
/// Normal cumulative distribution function.
/// </summary>
///
/// <returns>
/// The area under the Gaussian p.d.f. integrated
/// from minus infinity to the given value.
/// </returns>
///
public static double Log(double value)
{
return(0.5 * Special.Log1p(Special.Erf(value / Constants.Sqrt2)));
}
