5.6.2.8. statsmodels.sandbox.infotheo.logsumexp¶
-
statsmodels.sandbox.infotheo.logsumexp(a, axis=None)[source]¶ Compute the log of the sum of exponentials log(e^{a_1}+...e^{a_n}) of a
Avoids numerical overflow.
Parameters: a : array-like
The vector to exponentiate and sum
axis : int, optional
The axis along which to apply the operation. Defaults is None.
Returns: sum(log(exp(a)))
Notes
This function was taken from the mailing list http://mail.scipy.org/pipermail/scipy-user/2009-October/022931.html
This should be superceded by the ufunc when it is finished.