[R] numerical overflow/underflow in log-linear models
Jarrod Hadfield
j.hadfield at sheffield.ac.uk
Mon Nov 6 17:57:54 CET 2006
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
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