Accurate Floating Point Sums and Products
R package PreciseSums version 0.3
Most of the time floating point arithmetic does
approximately the right thing. When adding sums or having products
of numbers that greatly differ in magnitude, the floating point
arithmetic may be incorrect. This package implements the Kahan
(1965) sum <doi:10.1145/363707.363723>, Neumaier (1974) sum
<doi:10.1002/zamm.19740540106>, pairwise-sum (adapted from 'NumPy',
See Castaldo (2008) <doi:10.1137/070679946> for a discussion of
accuracy), and arbitrary precision sum (adapted from the fsum in
'Python' ; Shewchuk (1997)
<http://www.cs.berkeley.edu/~jrs/papers/robustr.pdf>). In addition,
products are changed to long double precision for accuracy, or
changed into a log-sum for accuracy.
Software
Depends: R (>= 3.2)
Suggests: testthat
Matthew Fidler <matthew.fidler@gmail.com>
Comprehensive R Archive Network (CRAN)
Matthew Fidler [aut, cre, cph],
Raymond Hettinger [cph, aut],
Jonathan Shewchuk [cph, aut],
Julian Taylor [cph, aut],
Nathaniel Smith [cph, aut],
NumPy Team [cph],
Python Team [cph]
GPL (>= 2)
2018-04-12
application/tgz
https://CRAN.R-project.org/package=PreciseSums