Hi, I've written some MCMC algorithms that repeatedly evaluate exp(Xb) where X is a design matrix and b a parameter vector. For certain combinations of X and b I get numerical overflow, and would like a way of rescaling the columns of X so that the range of exp(Xb) is maximised without overflowing. I can get approximate ranges for the parameter vector b using ML (X is fixed) and was wondering whether general solutions exist for this problem, and if they had been implemented in R.
Cheers, Jarrod ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
