Arbitrarily Accurate Computation with R: The Rmpfr Package

The R package Rmpfr allows to use arbitrarily precise numbers instead of R’s double precision numbers in many R computations and functions. This is achieved by defining S4 classes of such numbers and vectors, matrices, and ar-rays thereof, where all arithmetic and mathematical functions work via the (GNU) MPFR C library, where MPFR is acronym for “Multiple Precision Floating-Point Reliably”. MPFR is Free Software, available under the LGPL license, and itself is built on the free GNU Multiple Precision arithmetic library (GMP). Consequently, by using Rmpfr, you can often call your R function or numerical code with mpfr–numbers instead of simple numbers, and all results will automatically be much more accurate. Applications by the package author include testing of Bessel or polylog functions and distribution computations, e.g. for stable distributions. In addition, the Rmpfr has been used on the R-help or R-devel mailing list for high-accuracy computations, e.g., in comparison with results from other software, and also in improving existing R functionality, e.g., fixing R bug PR#14491