Sent off-list
Thanks Bill and Duncan. I only asked for advice but I got an education too.
Michael
On 03/08/2021 21:24, Bill Dunlap wrote:
In maximum likelihood problems, even when the individual density values
are fairly far from zero, their product may underflow to zero.
Optimizers have problems when there is a large flat area.
> q <- runif(n=1000, -0.1, +0.1)
> prod(dnorm(q))
[1] 0
> sum(dnorm(q, log=TRUE))
[1] -920.6556
A more minor advantage for some probability-related functions is speed.
E.g., dnorm(log=TRUE,...) does not need to evaluate exp().
> q <- runif(1e6, -10, 10)
> system.time(for(i in 1:100)dnorm(q, log=FALSE))
user system elapsed
9.13 0.11 9.23
> system.time(for(i in 1:100)dnorm(q, log=TRUE))
user system elapsed
4.60 0.19 4.78
-Bill
On Tue, Aug 3, 2021 at 11:53 AM Duncan Murdoch <murdoch.dun...@gmail.com
<mailto:murdoch.dun...@gmail.com>> wrote:
On 03/08/2021 12:20 p.m., Michael Dewey wrote:
> Short version
>
> Apart from the ability to work with values of p too small to be
of much
> practical use what are the advantages and disadvantages of
setting this
> to TRUE?
>
> Longer version
>
> I am contemplating upgrading various functions in one of my
packages to
> use this and as far as I can see it would only have the advantage of
> allowing people to use very small p-values but before I go ahead
have I
> missed anything? I am most concerned with negatives but if there
is any
> other advantage I would mention that in the vignette. I am not
concerned
> about speed or the extra effort in coding and expanding the
documentation.
>
These are often needed in likelihood problems. In just about any
problem where the normal density shows up in the likelihood, you're
better off working with the log likelihood and setting log = TRUE in
dnorm, because sometimes you want to evaluate the likelihood very far
from its mode.
The same sort of thing happens with pnorm for similar reasons. Some
likelihoods involve normal integrals and will need it.
I can't think of an example for qnorm off the top of my head, but I
imagine there are some: maybe involving simulation way out in the
tails.
The main negative about using logs is that they aren't always needed.
Duncan Murdoch
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