lppl  v2.0.0

◆ logsumexp_streaming()

double logsumexp_streaming ( double &  _alpha,
double &  _r,
const double &  weight 
)

streaming logsumexp computation, see https://arxiv.org/abs/1805.02867

Parameters
_alpharunning maximum for normalization
_rthe sum term while controlling for the maximum
weightthe most recent (log) weight
Returns
double