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bernoulli_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOG_HPP
3
4 #include <stan/math/prim/scal/meta/is_constant_struct.hpp>
5 #include <stan/math/prim/scal/meta/partials_return_type.hpp>
6 #include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
7 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
8 #include <stan/math/prim/scal/err/check_bounded.hpp>
9 #include <stan/math/prim/scal/err/check_finite.hpp>
10 #include <stan/math/prim/scal/err/check_not_nan.hpp>
11 #include <stan/math/prim/scal/fun/constants.hpp>
12 #include <stan/math/prim/scal/fun/inv_logit.hpp>
13 #include <stan/math/prim/scal/fun/log1m.hpp>
14 #include <stan/math/prim/scal/fun/value_of.hpp>
15 #include <stan/math/prim/scal/meta/include_summand.hpp>
16 #include <boost/random/bernoulli_distribution.hpp>
17 #include <boost/random/variate_generator.hpp>
18 #include <cmath>
19
20 namespace stan {
21 namespace math {
22
23 // Bernoulli(n|theta) [0 <= n <= 1; 0 <= theta <= 1]
24 // FIXME: documentation
25 template <bool propto, typename T_n, typename T_prob>
26 typename return_type<T_prob>::type
27 bernoulli_log(const T_n& n,
28 const T_prob& theta) {
29 static const char* function("bernoulli_log");
30 typedef typename stan::partials_return_type<T_n, T_prob>::type
31 T_partials_return;
32
33 using std::log;
34
35 if (!(stan::length(n)
36 && stan::length(theta)))
37 return 0.0;
38
39 T_partials_return logp(0.0);
40
41 check_bounded(function, "n", n, 0, 1);
42 check_finite(function, "Probability parameter", theta);
43 check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
44 check_consistent_sizes(function,
45 "Random variable", n,
46 "Probability parameter", theta);
47
48 if (!include_summand<propto, T_prob>::value)
49 return 0.0;
50
51 VectorView<const T_n> n_vec(n);
52 VectorView<const T_prob> theta_vec(theta);
53 size_t N = max_size(n, theta);
54 OperandsAndPartials<T_prob> operands_and_partials(theta);
55
56 if (length(theta) == 1) {
57 size_t sum = 0;
58 for (size_t n = 0; n < N; n++) {
59 sum += value_of(n_vec[n]);
60 }
61 const T_partials_return theta_dbl = value_of(theta_vec[0]);
62 // avoid nans when sum == N or sum == 0
63 if (sum == N) {
64 logp += N * log(theta_dbl);
65 if (!is_constant_struct<T_prob>::value)
66 operands_and_partials.d_x1[0] += N / theta_dbl;
67 } else if (sum == 0) {
68 logp += N * log1m(theta_dbl);
69 if (!is_constant_struct<T_prob>::value)
70 operands_and_partials.d_x1[0] += N / (theta_dbl - 1);
71 } else {
72 const T_partials_return log_theta = log(theta_dbl);
73 const T_partials_return log1m_theta = log1m(theta_dbl);
74
75 logp += sum * log_theta;
76 logp += (N - sum) * log1m_theta;
77
78 if (!is_constant_struct<T_prob>::value) {
79 operands_and_partials.d_x1[0] += sum / theta_dbl;
80 operands_and_partials.d_x1[0] += (N - sum) / (theta_dbl - 1);
81 }
82 }
83 } else {
84 for (size_t n = 0; n < N; n++) {
85 const int n_int = value_of(n_vec[n]);
86 const T_partials_return theta_dbl = value_of(theta_vec[n]);
87
88 if (n_int == 1)
89 logp += log(theta_dbl);
90 else
91 logp += log1m(theta_dbl);
92
93 if (!is_constant_struct<T_prob>::value) {
94 if (n_int == 1)
95 operands_and_partials.d_x1[n] += 1.0 / theta_dbl;
96 else
97 operands_and_partials.d_x1[n] += 1.0 / (theta_dbl - 1);
98 }
99 }
100 }
101 return operands_and_partials.value(logp);
102 }
103
104 template <typename T_y, typename T_prob>
105 inline
106 typename return_type<T_prob>::type
107 bernoulli_log(const T_y& n,
108 const T_prob& theta) {
109 return bernoulli_log<false>(n, theta);
110 }
111
112 }
113 }
114 #endif
check_not_nan.hpp
stan::math::sum
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
Definition: sum.hpp:20
stan
Definition: log_sum_exp.hpp:8
stan::math::value_of
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
stan::math::OperandsAndPartials::value
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
Definition: OperandsAndPartials.hpp:67
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
stan::math::check_bounded
bool check_bounded(const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
Return true if the value is between the low and high values, inclusively.
Definition: check_bounded.hpp:95
is_constant_struct.hpp
stan::math::include_summand
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
Definition: include_summand.hpp:35
stan::return_type::type
boost::math::tools::promote_args< typename scalar_type< T1 >::type, typename scalar_type< T2 >::type, typename scalar_type< T3 >::type, typename scalar_type< T4 >::type, typename scalar_type< T5 >::type, typename scalar_type< T6 >::type >::type type
Definition: return_type.hpp:27
include_summand.hpp
stan::is_constant_struct
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
Definition: is_constant_struct.hpp:13
stan::math::OperandsAndPartials
This class builds partial derivatives with respect to a set of operands.
Definition: OperandsAndPartials.hpp:37
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
stan::math::bernoulli_log
return_type< T_prob >::type bernoulli_log(const T_n &n, const T_prob &theta)
Definition: bernoulli_log.hpp:27
log1m.hpp
partials_return_type.hpp
OperandsAndPartials.hpp
check_bounded.hpp
stan::math::check_finite
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
Definition: check_finite.hpp:60
constants.hpp
stan::math::check_consistent_sizes
bool check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Return true if the dimension of x1 is consistent with x2.
Definition: check_consistent_sizes.hpp:31
check_finite.hpp
value_of.hpp
inv_logit.hpp
stan::VectorView
VectorView is a template expression that is constructed with a container or scalar, which it then allows to be used as an array using operator[].
Definition: VectorView.hpp:48
stan::partials_return_type::type
boost::math::tools::promote_args< typename partials_type< typename scalar_type< T1 >::type >::type, typename partials_type< typename scalar_type< T2 >::type >::type, typename partials_type< typename scalar_type< T3 >::type >::type, typename partials_type< typename scalar_type< T4 >::type >::type, typename partials_type< typename scalar_type< T5 >::type >::type, typename partials_type< typename scalar_type< T6 >::type >::type >::type type
Definition: partials_return_type.hpp:26
check_consistent_sizes.hpp
stan::math::log1m
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:15
stan::math::OperandsAndPartials::d_x1
VectorView< T_return_type, false, true > d_x1
Definition: OperandsAndPartials.hpp:38

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