On 12/12/2016 12:26 PM, John Sorkin wrote:
David,
I did read the help page. All it says is
log1p(x) computes log(1+x) accurately also for |x| << 1 (and less
accurately when x is approximately -1).
This gives me pause. Does it mean that log(x) does not give accurate
results? If log1p gives more accurate values than log, why is the log
function not written to use the more accurate computation performed by
log1p.
I don't think anyone has directly answered these questions. The problem
isn't with log(), it's with the representation of floating point numbers
in R. The log of 1 + 10^(-100) is very close to 10^(-100), but since 1
+ 1e-100 evaluates to 1 (we only keep 15 or 16 digits of precision),
log(1 + 1e-100) will come out as zero. On the other hand, log1p(1e-100)
evaluates correctly to 1e-100.
I don't believe I can look directly at the code for log and
log1p,
R is open source, so you could, but those are likely coming from system
libraries, so it isn't easy to see how the approximations are being done.
Duncan Murdoch
so I need to rely on the kindness of others to explain the
differences between the computations performed by the functions. I guess
the test I ran, log1p(0.000001)/log(0.000001+1), did not have enough
precision to demonstrate a difference between the two functions.
John
John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and
Geriatric Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
>>> David Winsemius <dwinsem...@comcast.net> 12/12/16 12:05 PM >>>
> On Dec 12, 2016, at 8:53 AM, John Sorkin <jsor...@grecc.umaryland.edu>
wrote:
>
> At the risk of being flamed . . .
> What is the difference between log1p(x) and log(x+1)?
> The two methods appear to give the same results:
>> log1p(0.000001)/log(0.000001+1)
> [1] 1
> John
Read the help page more carefully.
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