[R] Factorial, L-moments, and overflows
Pedro.Rodriguez at sungard.com
Pedro.Rodriguez at sungard.com
Sun Sep 16 17:18:42 CEST 2007
Hi everyone,
In the package POT, there is a function that computes the L-moments of a given sample (samlmu). However, to compute those L-moments, one needs to obtain the total number of combinations between two numbers, which, by the way, requires the use of a factorial. See, for example, Hosking (1990 , p. 113).
How does the function "samlmu" in the package POT avoids overflows?
I was trying to build from scratch a R function similar to "samlmu" and ran into overflows (Just for my educational purposes :o) ). Is there a trick that I am missing to avoid overflows in the factorial function?
Thank you very much for your time.
Pedro N. Rodriguez
SSRN Homepage: http://ssrn.com/author=412141/
Homepage: http://www.pnrodriguez.com/
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