| /* |
| * R : A Computer Language for Statistical Data Analysis |
| * Copyright (C) 1995, 1996 Robert Gentleman and Ross Ihaka |
| * Copyright (C) 2000 The R Core Team |
| * |
| * This program is free software; you can redistribute it and/or modify |
| * it under the terms of the GNU General Public License as published by |
| * the Free Software Foundation; either version 2 of the License, or |
| * (at your option) any later version. |
| * |
| * This program is distributed in the hope that it will be useful, |
| * but WITHOUT ANY WARRANTY; without even the implied warranty of |
| * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
| * GNU General Public License for more details. |
| * |
| * You should have received a copy of the GNU General Public License |
| * along with this program; if not, a copy is available at |
| * https://www.R-project.org/Licenses/ |
| */ |
| #include "nmath.h" |
| #include "dpq.h" |
| |
| /* Compute log(1 + exp(x)) without overflow (and fast for x > 18) |
| For the two cutoffs, consider in R |
| curve(log1p(exp(x)) - x, 33.1, 33.5, n=2^10) |
| curve(x+exp(-x) - log1p(exp(x)), 15, 25, n=2^11) |
| */ |
| double Rf_log1pexp(double x) { |
| if(x <= 18.) return log1p(exp(x)); |
| if(x > 33.3) return x; |
| // else: 18.0 < x <= 33.3 : |
| return x + exp(-x); |
| } |
| |
| double plogis(double x, double location, double scale, |
| int lower_tail, int log_p) |
| { |
| #ifdef IEEE_754 |
| if (ISNAN(x) || ISNAN(location) || ISNAN(scale)) |
| return x + location + scale; |
| #endif |
| if (scale <= 0.0) ML_ERR_return_NAN; |
| |
| x = (x - location) / scale; |
| if (ISNAN(x)) ML_ERR_return_NAN; |
| R_P_bounds_Inf_01(x); |
| |
| if(log_p) { |
| // log(1 / (1 + exp( +- x ))) = -log(1 + exp( +- x)) |
| return -Rf_log1pexp(lower_tail ? -x : x); |
| } else { |
| return 1 / (1 + exp(lower_tail ? -x : x)); |
| } |
| } |
| |