/* * R : A Computer Language for Statistical Data Analysis * Copyright (C) 2000--2020 The R Core Team * Copyright (C) 1995, 1996 Robert Gentleman and Ross Ihaka * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, a copy is available at * https://www.R-project.org/Licenses/ */ #include "nmath.h" #include "dpq.h" /* Compute log(1 + exp(x)) without overflow (and fast for x > 18) For the two cutoffs, consider in R curve(log1p(exp(x)) - x, 33.1, 33.5, n=2^10) curve(x+exp(-x) - log1p(exp(x)), 15, 25, n=2^11) */ double log1pexp(double x) { if(x <= 18.) return log1p(exp(x)); if(x > 33.3) return x; // else: 18.0 < x <= 33.3 : return x + exp(-x); } // API. For now, continue using macro R_Log1_Exp() in our own code. double log1mexp(double x) { return R_Log1_Exp(-x); } double plogis(double x, double location, double scale, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(x) || ISNAN(location) || ISNAN(scale)) return x + location + scale; #endif if (scale <= 0.0) ML_WARN_return_NAN; x = (x - location) / scale; if (ISNAN(x)) ML_WARN_return_NAN; R_P_bounds_Inf_01(x); if(log_p) { // log(1 / (1 + exp( +- x ))) = -log(1 + exp( +- x)) return -log1pexp(lower_tail ? -x : x); } else { return 1 / (1 + exp(lower_tail ? -x : x)); } }