Hello,
I am currently using R for fitting a model to various data sets (minimizing the negative log-likelihood) and calculating a number of metrics based on the parameter estimates. Within these calculations, I have steps of the form
log(log(1+x)),
where x can be very small (e.g., around 1e-16). Unfortunately, the precision of doubles does not suffice for coping with the difference in the orders of magnitude of 1 and x: 1+x is rounded to 1.
One way for solving this problem seems to be to use an arbitrary precision library implemented in C and call the respective routines for calculating the logarithm(s) from within R.
My questions are as follows: 1. Is there any better/more direct way to solve the problem? 2. Is there any arbitrary precision library you can suggest in particular?
Thanks a lot for your help.
Best regards, Michael
-- ------------------------------------------------- Dr. Michael Grottke Department of Electrical and Computer Engineering Box 90291 Duke University Durham, NC 27708-0291, USA
Phone: ++1 (919) 660-5051 E-mail: [EMAIL PROTECTED]
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