[R] Computational problems in R

[A.Noufaily]

Many thanks for your suggestions...

I am still checking which one is the most useful for my simulations.

Concerning using logs, this might be very helpful, but I am not sure if
I can use the following:
A+B = A*(1 + B/A)
    = exp(log(A) + log(1 + B/A))
because unfortunately B can be negative.
However, I might still use logs in case (1 + B/A)>0.

Regards,
 
Amy

-----Original Message-----
From: Duncan Murdoch [mailto:murdoch at stats.uwo.ca] 
Sent: Saturday, October 25, 2008 11:36 AM
To: Steven McKinney
Cc: A.Noufaily; r-help at r-project.org
Subject: Re: [R] Computational problems in R

On 24/10/2008 9:50 PM, Steven McKinney wrote:
> I suspect there's a deeper issue here.
> sum(exp(yi)) when large yi occur is
> problematic.  exp(yi) for yi>710 is
> just a huge number, and summing additional values only makes the 
> overall sum larger as all components of the summation are positive.
> There's no way around that.

Sure there is, and you quoted it below.  Work on a log scale.  The log
of exp(yi) is yi, and it sounds as though the yi values are manageable.

You might end up knowing that the log of the final answer is 20000 and
not be able to evaluate exp(20000) in R, but you still know that the
answer is exp(20000).

Duncan Murdoch
> 
> You could try this with Robin Hankins'
> package "brobdingnag" which can handle bunches of bizarrely large 
> numbers.
> 
> What kind of process are you studying?
> What kind of process generates values
> such as exp(8/0.01) when other values
> are much smaller?  Are these outliers
> in an otherwise well-behaved
> data set?  Perhaps then they need
> to be set aside and investigated
> separately, etc.
> 
> 
> Steven McKinney
> 
> Statistician
> Molecular Oncology and Breast Cancer Program British Columbia Cancer 
> Research Centre
> 
> email: smckinney +at+ bccrc +dot+ ca
> 
> tel: 604-675-8000 x7561
> 
> BCCRC
> Molecular Oncology
> 675 West 10th Ave, Floor 4
> Vancouver B.C. 
> V5Z 1L3
> Canada
> 
> 
> 
> 
> -----Original Message-----
> From: r-help-bounces at r-project.org on behalf of Duncan Murdoch
> Sent: Fri 10/24/2008 4:04 PM
> To: A.Noufaily
> Cc: r-help at r-project.org
> Subject: Re: [R] Computational problems in R
>  
> On 24/10/2008 12:42 PM, A.Noufaily wrote:
>> Dear all,
>>
>> I would be grateful if anyone can help me with the following:
>>
>> My aim is to compute explicitely the sum S=A+B where 
>> A=sum(exp(c_i/d)), i=1,...,n; B, c_i, and d are real numbers with 
>> -Inf<B,c_i<+Inf; and d>0.
>> The problem is that when c_i/d >710 (for some i) R is setting
>> exp(c_i/d) to be equal to +Inf and hence the whole summation S.
>> So in simple cases where for example c_i=8 (for some i), and d=0.01 
>> the whole summation is turning out to be infinite.
>> Is there a way to get round that in R?
>> Can anyone suggest any computational trick to calculate S when 
>> c_i/d>710 (for some i)?
> 
> Work on a log scale.  Use the identity that
> 
> A+B = A*(1 + B/A)
>      = exp(log(A) + log(1 + B/A))
> 
> (where you chose A to be the biggest term in the sum).
> 
> Duncan Murdoch
> 
>> Any suggestions would be much appreciated.
>>
>> Regards,
>>
>> Amy
>>
>>
>>
>>
>>
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> ______________________________________________
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> PLEASE do read the posting guide 
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> and provide commented, minimal, self-contained, reproducible code.
> 
> ______________________________________________
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> PLEASE do read the posting guide 
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