Large numbers multiplication in R - r

I want to know how can I calculate large values multiplication in R.
R returns Inf!
For example:
6.350218e+277*2.218789e+215
[1] Inf
Let me clarify the problem more:
consider the following code and the results of outFunc function:
library(hypergeo)
poch <-function(a,b) gamma(a+b)/gamma(a)
n<-c(37 , 41 , 4 , 9 , 12 , 13 , 2 , 5 , 23 , 73 , 129 , 22 , 121 )
v<-c(90.2, 199.3, 61, 38, 176.3, 293.6, 318.6, 328.7, 328.1, 313.3, 142.4, 92.9, 95.5)
DF<-data.frame(n,v)
outFunc<-function(k,w,r,lam,a,b) {
((((w*lam)^k) * poch(r,k) * poch(a,b) ) * hypergeo(r+k,a+k,a+b+k,-(w*lam)) )/(poch(a+k,b)*factorial(k))
}
and the function returns:
outFunc(DF$n,DF$v,0.2, 1, 3, 1)
[1] 0.002911330+ 0i 0.003047594+ 0i 0.029886646+ 0i 0.013560599+ 0i 0.010160073+ 0i
[6] 0.008928524+ 0i 0.040165795+ 0i 0.019402318+ 0i 0.005336008+ 0i 0.001689114+ 0i
[11] Inf+NaNi 0.005577985+ 0i Inf+NaNi
As can be seen above, outFunc returns Inf+NaNi for n values of 129 and 121.
I checked the code sections part by part and I find that the returned results of (wlam)^k poch(r,k) for these n values are Inf. I also check my code with equivalent code in Mathematica which everything is OK:
in: out[indata[[All, 1]], indata[[All, 2]], 0.2, 1, 3, 1]
out: {0.00291133, 0.00304759, 0.0298866, 0.0135606, 0.0101601, 0.00892852, \
0.0401658, 0.0194023, 0.00533601, 0.00168911, 0.000506457, \
0.00557798, 0.000365445}
Now please let me know how we can solve this issue as simple as it is in Mathematica. regards.

One option you have available in base R, which does not require a special library, is to convert the two numbers to a common base, and then add the exponents together to get the final result:
> x <- log(6.350218e+277, 10)
> x
[1] 277.8028
> y <- log(2.218789e+215, 10)
> y
[1] 215.3461
> x + y
[1] 493.1489
Since 10^x * 10^y = 10^(x+y), your final answer is 10^493.1489
Note that this solution does not allow to actually store numbers which R would normally treat as INF. Hence, in this example, you still cannot compute 10^493, but you can tease out what the product would be.

For first, I'd recommend two useful reads: logarithms and how floating values are handled by a computer. These are pertinent because with some "tricks" you can handle much bigger values than you think. For instance, your definition of the poch function is terrible. This because the fraction can be simplified a lot but a computer will evaluate the numerator first and if it overflows the result will be useless. That's why R provides beside gamma the lgamma function: it just calculates the logarithm of gamma and can handle much bigger values. So, we calculate the log of each factor in your function and then we use exp to restore the intended values. Try this:
#redefine poch properly
poch<-function(a,b) lgamma(a+b) - lgamma(a)
#redefine outFunc
outFunc<-function(k,w,r,lam,a,b) {
exp((k*(log(w)+log(lam))+ poch(r,k) + poch(a,b) ) +
log(hypergeo(r+k,a+k,a+b+k,-(w*lam)))- poch(a+k,b)-lgamma(k+1))
}
#Now we go
outFunc(DF$n,DF$v,0.2, 1, 3, 1)
#[1] 0.0029113299+0i 0.0030475939+0i 0.0298866458+0i 0.0135605995+0i
#[5] 0.0101600732+0i 0.0089285243+0i 0.0401657947+0i 0.0194023182+0i
#[9] 0.0053360084+0i 0.0016891144+0i 0.0005064566+0i 0.0055779850+0i
#[13] 0.0003654449+0i

> library(gmp)
> x<- pow.bigz(6.350218,277)
> y<- pow.bigz(2.218789,215)
> x*y
Big Integer ('bigz') :
[1] 18592826814872791919942226542714580401488894909642693257011204682802122918146288728149155739011270579948954646130492024596687919148494136290260248656581476275790189359808616520170359345612068099238508437236172770752199936303947098513476300142414338199993261924467166943683593371648

Related

R: Number precision, how to prevent rounding?

In R, I have the following vector of numbers:
numbers <- c(0.0193738397702257, 0.0206218006695066, 0.021931558829559,
0.023301378178208, 0.024728095594751, 0.0262069239112787, 0.0277310799996657,
0.0292913948762414, 0.0308758879014822, 0.0324693108459748, 0.0340526658271053,
0.03560271425176, 0.0370915716288017, 0.0384863653635563, 0.0397490272396821,
0.0408363289939899, 0.0417002577578561, 0.0422890917131629, 0.0425479537267193,
0.0424213884467212, 0.0418571402964338, 0.0408094991140723, 0.039243951482081,
0.0371450856007627, 0.0345208537496488, 0.0314091884865658, 0.0278854381969885,
0.0240607638577763, 0.0200808932436969, 0.0161193801903312, 0.0123615428382314,
0.00920410652651576, 0.00628125319205829, 0.0038816517651031,
0.00214210795679701, 0.00103919307280354, 0.000435532895812429,
0.000154730641092234, 4.56593150728962e-05, 1.09540661898799e-05,
2.08952167815574e-06, 3.10045314287095e-07, 3.51923218134997e-08,
3.02121734299694e-09, 1.95269500257237e-10, 9.54697530552714e-12,
3.5914029230041e-13, 1.07379981978647e-14, 2.68543048763588e-16,
6.03891613157815e-18, 1.33875697089866e-19, 3.73885699170518e-21,
1.30142752487978e-22, 5.58607581840324e-24, 2.92551478380617e-25,
1.85002124085815e-26, 1.39826890505611e-27, 1.25058972437096e-28,
1.31082961467944e-29, 1.59522437605631e-30, 2.23371981458205e-31,
3.5678974253211e-32, 6.44735482309705e-33, 1.30771083084868e-33,
2.95492180915218e-34, 7.3857554006177e-35, 2.02831084124162e-35,
6.08139499028838e-36, 1.97878175996974e-36, 6.94814886769478e-37,
2.61888070029751e-37, 1.05433608968287e-37, 4.51270543356897e-38,
2.04454840598946e-38, 9.76544451781597e-39, 4.90105271869773e-39,
2.5743371658684e-39, 1.41165292292001e-39, 8.06250933233367e-40,
4.78746160076622e-40, 2.94835809615626e-40, 1.87667170875529e-40,
1.22833908072915e-40, 8.21091993733535e-41, 5.53869254991177e-41,
3.74485710867631e-41, 2.52485401054841e-41, 1.69027430542613e-41,
1.12176290106797e-41, 7.38294520887852e-42, 4.8381070000246e-42,
3.20123319815522e-42, 2.16493953538386e-42, 1.50891804884267e-42,
1.09057070511506e-42, 8.1903023226717e-43, 6.3480235351625e-43,
5.13533594742621e-43, 4.25591269645348e-43, 3.57422485839717e-43,
3.0293235331048e-43, 2.58514651313175e-43, 2.21952686649801e-43,
1.91634521841049e-43, 1.66319240529025e-43, 1.45043336371471e-43,
1.27052593975384e-43, 1.11752052211757e-43, 9.86689196888877e-44,
8.74248543892126e-44)
I use cumsum to get the cumulative sum. Due to R's numerical precision, many of the numbers towards the end of the vector are now equivalent to 1 (even though technically they're not exactly = 1, just very close to it).
So then when I try to recover my original numbers by using diff(cumulative), I get a lot of 0s instead of a very small number. How can I prevent R from "rounding"?
cumulative <- cumsum(numbers)
diff(cumulative)
I think the Rmpfr package does what you want:
library(Rmpfr)
x <- mpfr(numbers,200) # set arbitrary precision that's greater than R default
cumulative <- cumsum(x)
diff(cumulative)
Here's the top and bottom of the output:
> diff(cumulative)
109 'mpfr' numbers of precision 200 bits
[1] 0.02062180066950659862445860426305443979799747467041015625
[2] 0.021931558829559001655429284483034280128777027130126953125
[3] 0.02330137817820800150148130569505156017839908599853515625
[4] 0.0247280955947510004688805196337852976284921169281005859375
...
[107] 1.117520522117570086014450710640040701536080790307716261438975e-43
[108] 9.866891968888769759087690539062888824928577731689952701181586e-44
[109] 8.742485438921260418707338389502002282130643811990663213422948e-44
You can adjust the precision as you like by changing the second argument to mpfr.
You might want to try out the package Rmpfr.

Excel Goal seek in R

I have calculated the required Safety Stock using the excel goal seek function. Below is the image.
But now I want to do the same using R.
The below function gives me the same excel results when I enter the SafetyStock & SD. Now I need to do the reverse calculation(Whenever I provide x & SD I need the SS). Could someone help me with the same?
I tried Optix and other similar R packages but couldn't succeed.
opt<-function(SS,SD){
x=-SS*(1-pnorm(SS/SD)) + SD * dnorm(SS/SD,mean=0,sd =1,0)
print(x)
}
Excel Goal seek
Solving f(x)=c for x is the same as solving f(x)-c=0. You can use uniroot to find the root:
f <- function(SS, SD, ESC) {
-SS*(1-pnorm(SS/SD)) + SD * dnorm(SS/SD,mean=0,sd =1,0) - ESC
}
zero <- uniroot(f,c(0,1000),SD=600,ESC=39.3)
zero$root
The second argument is the interval to search: between 0 and 1000. This returns
674.0586
The zero structure has more interesting information:
$root
[1] 674.0586
$f.root
[1] 1.933248e-08
$iter
[1] 8
$init.it
[1] NA
$estim.prec
[1] 6.103516e-05

R - Getting Unit Vector

This is likely a duplicate question, but maybe I'm just not using the proper keywords to find what I'm looking for.
Currently, if I have a vector x, if I want a unit equivalent I would just do
x_unit <- x/sum(x)
This is an extremely basic task and may not be made any more efficiently than this, but I'm wondering if there is a function which obtains this task but has an na.rm feature or a handles the case when sum(x) == 0.
James
Here's a little function that does what you ask:
unit_vec <- function(vec){
return(vec/(sqrt(sum(vec**2,na.rm=TRUE))))
}
let's test it!
!> vec
[1] 87.45438 83.96820 111.47986 106.00922 110.13914 107.26847 86.53061
[8] 103.61227 85.79385 88.16059 NA
!> unit_vec(vec)
[1] 0.2832068 0.2719174 0.3610094 0.3432936 0.3566677 0.3473715 0.2802153
[8] 0.3355315 0.2778294 0.2854937 NA
!> sqrt(sum(unit_vec(vec)**2,na.rm=TRUE))
[1] 1
It works when the sum is 0 too!
> vec2
[1] 10 -10
> unit_vec(vec2)
[1] 0.7071068 -0.7071068
!> sqrt(sum(unit_vec(vec2)**2,na.rm=TRUE))
[1] 1
I hope this helps.

Double integration in R

I have to find a double integral as a function of $ \alpha, \beta $ and $ \gamma $.
f(a,b,c) = \int_0^1 \int_0^{1-y1} \gamma(a+b+c)/\gamma(a)/\gamma(b)/\gamma(c) * y1^(a+1) * y2^(b-1) * (1-y1-y2)^(c-1) dy_2 dy_1
The output of this double integral should be an R function that takes three arguments a, b and c. How can I implement this in R?
The domain of integration is the triangle with vertices (0,0), (0,1) and (1,0). The SimplicialCubature package is the way to use for such a domain.
a=1
b=2
c=3
K <- gamma(a+b+c)/gamma(a)/gamma(b)/gamma(c)
f <- function(x){
K * x[1]^(a+1)*x[2]^(b-1)*(1-x[1]-x[2])^(c-1)
}
S <- cbind(c(0,0),c(0,1),c(1,0)) # domain of integration (triangle)
> library(SimplicialCubature)
> adaptIntegrateSimplex(f, S)
$integral
[1] 0.04761905
$estAbsError
[1] 4.761905e-14
$functionEvaluations
[1] 32
$returnCode
[1] 0
$message
[1] "OK"
In the past, I've used the cubature package. It has worked for me in cases similar to yours, and I'm sure you can use it!

How to format numbers in R, specifying the number of significant digits but keep significant zeroes and integer part?

I've been struggling with formatting numbers in R using what I feel are very sensible rules. What I would want is to specify a number of significant digits (say 3), keep significant zeroes, and also keep all digits before the decimal point, some examples (with 3 significant digits):
1.23456 -> "1.23"
12.3456 -> "12.3"
123.456 -> "123"
1234.56 -> "1235"
12345.6 -> "12346"
1.50000 -> "1.50"
1.49999 -> "1.50"
Is there a function in R that does this kind of formatting? If not, how could it be done?
I feel these are quite sensible formatting rules, yet I have not managed to find a function that formats in this way in R. As far as I googled this is not a duplicate of many similar questions such as this
Edit:
Inspired by the two good answers I put together a function myself that I believe works for all cases:
sign_digits <- function(x,d){
s <- format(x,digits=d)
if(grepl("\\.", s) && ! grepl("e", s)) {
n_sign_digits <- nchar(s) -
max( grepl("\\.", s), attr(regexpr("(^[-0.]*)", s), "match.length") )
n_zeros <- max(0, d - n_sign_digits)
s <- paste(s, paste(rep("0", n_zeros), collapse=""), sep="")
}
s
}
format(num,3) comes very close.
format(1.23456,digits=3)
# [1] "1.23"
format(12.3456,digits=3)
# [1] "12.3"
format(123.456,digits=3)
# [1] "123"
format(1234.56,digits=3)
# [1] "1235"
format(12345.6,digits=3)
# [1] "12346"
format(1.5000,digits=3)
# [1] "1.5"
format(1.4999,digits=3)
# [1] "1.5"
Your rules are not actually internally consistent. You want 1234.56 to round down to 1234, yet you want 1.4999 to round up to 1.5.
EDIT This appears to deal with the very valid point made by #Henrik.
sigDigits <- function(x,d){
z <- format(x,digits=d)
if (!grepl("[.]",z)) return(z)
require(stringr)
return(str_pad(z,d+1,"right","0"))
}
z <- c(1.23456, 12.3456, 123.456, 1234.56, 12345.6, 1.5000, 1.4999)
sapply(z,sigDigits,d=3)
# [1] "1.23" "12.3" "123" "1235" "12346" "1.50" "1.50"
As #jlhoward points out, your rounding rule is not consistent. Hence you should use a conditional statement:
x <- c(1.23456, 12.3456, 123.456, 1234.56, 12345.6, 1.50000, 1.49999)
ifelse(x >= 100, sprintf("%.0f", x), ifelse(x < 100 & x >= 10, sprintf("%.1f", x), sprintf("%.2f", x)))
# "1.23" "12.3" "123" "1235" "12346" "1.50" "1.50"
It's hard to say the intended usage, but it might be better to use consistent rounding. Exponential notation could be an option:
sprintf("%.2e", x)
[1] "1.23e+00" "1.23e+01" "1.23e+02" "1.23e+03" "1.23e+04" "1.50e+00" "1.50e+00"
sig0=\(x,y){
dig=abs(pmin(0,floor(log10(abs(x)))-y+1))
dig[is.infinite(dig)]=y-1
sprintf(paste0("%.",dig,"f"),x)
}
> v=c(1111,111.11,11.1,1.1,1.99,.01,.001,0,-.11,-.9,-.000011)
> paste(sig0(v,2),collapse=" ")
[1] "1111 111 11 1.1 2.0 0.010 0.0010 0.0 -0.11 -0.90 -0.000011"
Or the following is almost the same with the exception that 0 is converted to 0 and not 0.0 (fg is a special version of f where the digits specify significant digits and not digits after the decimal point, and the # flag causes fg to not drop trailing zeroes):
> paste(sub("\\.$","",formatC(v,2,,"fg","#")),collapse=" ")
[1] "1111 111 11 1.1 2.0 0.010 0.0010 0 -0.11 -0.90 -0.000011"

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