Dynamically updating (and growing) array/vector

bgoodri · October 21, 2018, 3:54am

Basically, no. But the log_sum_exp of a vector can be written as the log_sum_exp of the first two elements of the vector, log_sum_exped with the third element, log_sum_exp'ed with the fourth element, … . There is something similar in

github.com

stan-dev/math/blob/develop/stan/math/prim/scal/fun/log_modified_bessel_first_kind.hpp#L210


}


double m = 2;
double lfac = 0;
T old_out;
do {
  lfac += log(m);
  lgam += log(v + m);
  lcons += 2 * log_half_z;
  old_out = out;
  out = log_sum_exp(out, lcons - lfac - lgam);  // underflows eventually
  m++;
} while (out > old_out || out < old_out);
return out;
}


}  // namespace math
}  // namespace stan


#endif

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Dynamically updating (and growing) array/vector

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