[Pomp-commits] r878 - in pkg/pomp: R man

[noreply at r-forge.r-project.org]

Author: kingaa
Date: 2014-01-10 20:50:48 +0100 (Fri, 10 Jan 2014)
New Revision: 878

Modified:
   pkg/pomp/R/logmeanexp.R
   pkg/pomp/man/logmeanexp.Rd
Log:
- add 'se' argument to 'logmeanexp'


Modified: pkg/pomp/R/logmeanexp.R
===================================================================
--- pkg/pomp/R/logmeanexp.R	2014-01-09 16:12:09 UTC (rev 877)
+++ pkg/pomp/R/logmeanexp.R	2014-01-10 19:50:48 UTC (rev 878)
@@ -1,4 +1,10 @@
-logmeanexp <- function (x) {
+logmeanexp <- function (x, se = FALSE) {
   mx <- max(x)
-  mx+log(mean(exp(x-mx)))
+  mean <- mx+log(mean(exp(x-mx)))
+  if (se) {
+    se <- sd(exp(x-mx))/exp(mean-mx)
+    c(mean,se=se)
+  } else {
+    mean
+  }
 }

Modified: pkg/pomp/man/logmeanexp.Rd
===================================================================
--- pkg/pomp/man/logmeanexp.Rd	2014-01-09 16:12:09 UTC (rev 877)
+++ pkg/pomp/man/logmeanexp.Rd	2014-01-10 19:50:48 UTC (rev 878)
@@ -5,13 +5,15 @@
   \code{logmeanexp} computes the log-mean-exp of a set of numbers.
 }
 \usage{
-logmeanexp(x)
+logmeanexp(x, se = FALSE)
 }
 \arguments{
   \item{x}{numeric}
+  \item{se}{logical; give approximate standard error?}
 }
 \value{
   \code{log(mean(exp(x)))} computed so as to avoid over- or underflow.
+  If \code{se = FALSE}, the approximate standard error is returned as well.
 }
 \author{Aaron A. King \email{kingaa at umich dot edu}}
 \examples{
@@ -20,4 +22,5 @@
   ll <- replicate(n=5,logLik(pfilter(ricker,Np=1000)))
   ## an estimate of the log likelihood:
   logmeanexp(ll)
+  logmeanexp(ll,se=TRUE)
 }