Feature request: `log_inv_ logit` and/or `log1p`
wds15 opened this issue · 0 comments
wds15 commented
I happen to use on a few of my programs a specialised function called log_inv_logit
which is arithmetically equal to log(inv_logit(x))
.
For numerical stability reasons the function is defined as:
log_inv_logit <- function(mat) {
idx <- mat < 0
mat[idx] <- mat[idx] - log1p(exp(mat[idx]))
mat[!idx] <- -1*log1p(exp(-mat[!idx]))
mat
}
The log1p
function would also be great to have on its own in the usual vector/row/col flavour: log1p(x) = log(1 + x)
Other than that: Great package! matrixStats
made with it's logSumExp
calls EMs coded in R 3x-6x faster in a package of mine.