| Stan Math Library 2.12.0 reverse mode automatic differentiation

- Main Page
- Modules
- Namespaces
- Classes
- Files

- File List
- File Members

exponential_log.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_LOG_HPP
3
4 #include <stan/math/prim/scal/meta/is_constant_struct.hpp>
5 #include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
6 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
7 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
8 #include <stan/math/prim/scal/err/check_not_nan.hpp>
9 #include <stan/math/prim/scal/err/check_positive_finite.hpp>
10 #include <stan/math/prim/scal/fun/value_of.hpp>
11 #include <stan/math/prim/scal/meta/length.hpp>
12 #include <stan/math/prim/scal/meta/VectorView.hpp>
13 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
14 #include <stan/math/prim/scal/meta/partials_return_type.hpp>
15 #include <stan/math/prim/scal/meta/return_type.hpp>
16 #include <stan/math/prim/scal/fun/constants.hpp>
17 #include <stan/math/prim/scal/meta/include_summand.hpp>
18 #include <boost/random/exponential_distribution.hpp>
19 #include <boost/random/variate_generator.hpp>
20 #include <cmath>
21
22 namespace stan {
23 namespace math {
24
51 template <bool propto, typename T_y, typename T_inv_scale>
52 typename return_type<T_y, T_inv_scale>::type
53 exponential_log(const T_y& y, const T_inv_scale& beta) {
54 static const char* function("exponential_log");
55 typedef typename stan::partials_return_type<T_y, T_inv_scale>::type
56 T_partials_return;
57
58 if (!(stan::length(y)
59 && stan::length(beta)))
60 return 0.0;
61
62 using std::log;
63
64 T_partials_return logp(0.0);
65 check_nonnegative(function, "Random variable", y);
66 check_positive_finite(function, "Inverse scale parameter", beta);
67 check_consistent_sizes(function,
68 "Random variable", y,
69 "Inverse scale parameter", beta);
70
71 VectorView<const T_y> y_vec(y);
72 VectorView<const T_inv_scale> beta_vec(beta);
73 size_t N = max_size(y, beta);
74
75 VectorBuilder<include_summand<propto, T_inv_scale>::value,
76 T_partials_return, T_inv_scale> log_beta(length(beta));
77 for (size_t i = 0; i < length(beta); i++)
78 if (include_summand<propto, T_inv_scale>::value)
79 log_beta[i] = log(value_of(beta_vec[i]));
80
81 OperandsAndPartials<T_y, T_inv_scale>
82 operands_and_partials(y, beta);
83
84 for (size_t n = 0; n < N; n++) {
85 const T_partials_return beta_dbl = value_of(beta_vec[n]);
86 const T_partials_return y_dbl = value_of(y_vec[n]);
87 if (include_summand<propto, T_inv_scale>::value)
88 logp += log_beta[n];
89 if (include_summand<propto, T_y, T_inv_scale>::value)
90 logp -= beta_dbl * y_dbl;
91
92 if (!is_constant_struct<T_y>::value)
93 operands_and_partials.d_x1[n] -= beta_dbl;
94 if (!is_constant_struct<T_inv_scale>::value)
95 operands_and_partials.d_x2[n] += 1 / beta_dbl - y_dbl;
96 }
97 return operands_and_partials.value(logp);
98 }
99
100 template <typename T_y, typename T_inv_scale>
101 inline
102 typename return_type<T_y, T_inv_scale>::type
103 exponential_log(const T_y& y, const T_inv_scale& beta) {
104 return exponential_log<false>(y, beta);
105 }
106
107 }
108 }
109 #endif
check_not_nan.hpp
stan::math::OperandsAndPartials::d_x2
VectorView< T_return_type, false, true > d_x2
Definition: OperandsAndPartials.hpp:39
check_positive_finite.hpp
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
is_constant_struct.hpp
return_type.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
check_nonnegative.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
VectorView.hpp
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder.hpp
partials_return_type.hpp
OperandsAndPartials.hpp
length.hpp
stan::VectorBuilder
VectorBuilder allocates type T1 values to be used as intermediate values.
Definition: VectorBuilder.hpp:28
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
stan::math::check_nonnegative
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
Definition: check_nonnegative.hpp:64
value_of.hpp
stan::math::exponential_log
return_type< T_y, T_inv_scale >::type exponential_log(const T_y &y, const T_inv_scale &beta)
The log of an exponential density for y with the specified inverse scale parameter.
Definition: exponential_log.hpp:53
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::check_positive_finite
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
Definition: check_positive_finite.hpp:28
stan::math::OperandsAndPartials::d_x1
VectorView< T_return_type, false, true > d_x1
Definition: OperandsAndPartials.hpp:38

[ Stan Home Page ] © 2011–2016, Stan Development Team.