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categorical_logit_log.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_PROB_CATEGORICAL_LOGIT_LOG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_CATEGORICAL_LOGIT_LOG_HPP
3
4 #include <stan/math/prim/scal/err/check_bounded.hpp>
5 #include <stan/math/prim/scal/err/check_finite.hpp>
6 #include <stan/math/prim/arr/fun/log_sum_exp.hpp>
7 #include <stan/math/prim/mat/fun/log_softmax.hpp>
8 #include <stan/math/prim/mat/fun/log_sum_exp.hpp>
9 #include <stan/math/prim/mat/fun/sum.hpp>
10 #include <stan/math/prim/scal/meta/include_summand.hpp>
11 #include <boost/math/tools/promotion.hpp>
12 #include <vector>
13
14 namespace stan {
15 namespace math {
16
17 // CategoricalLog(n|theta) [0 < n <= N, theta unconstrained], no checking
18 template <bool propto,
19 typename T_prob>
20 typename boost::math::tools::promote_args<T_prob>::type
21 categorical_logit_log(int n,
22 const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
23 beta) {
24 static const char* function("categorical_logit_log");
25
26 check_bounded(function, "categorical outcome out of support", n,
27 1, beta.size());
28 check_finite(function, "log odds parameter", beta);
29
30 if (!include_summand<propto, T_prob>::value)
31 return 0.0;
32
33 // FIXME: wasteful vs. creating term (n-1) if not vectorized
34 return beta(n-1) - log_sum_exp(beta); // == log_softmax(beta)(n-1);
35 }
36
37 template <typename T_prob>
38 inline
39 typename boost::math::tools::promote_args<T_prob>::type
40 categorical_logit_log(int n,
41 const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
42 beta) {
43 return categorical_logit_log<false>(n, beta);
44 }
45
46 template <bool propto,
47 typename T_prob>
48 typename boost::math::tools::promote_args<T_prob>::type
49 categorical_logit_log(const std::vector<int>& ns,
50 const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
51 beta) {
52 static const char* function("categorical_logit_log");
53
54 for (size_t k = 0; k < ns.size(); ++k)
55 check_bounded(function, "categorical outcome out of support",
56 ns[k], 1, beta.size());
57 check_finite(function, "log odds parameter", beta);
58
59 if (!include_summand<propto, T_prob>::value)
60 return 0.0;
61
62 if (ns.size() == 0)
63 return 0.0;
64
65 Eigen::Matrix<T_prob, Eigen::Dynamic, 1> log_softmax_beta
66 = log_softmax(beta);
67
68 // FIXME: replace with more efficient sum()
69 Eigen::Matrix<typename boost::math::tools::promote_args<T_prob>::type,
70 Eigen::Dynamic, 1> results(ns.size());
71 for (size_t i = 0; i < ns.size(); ++i)
72 results[i] = log_softmax_beta(ns[i] - 1);
73 return sum(results);
74 }
75
76 template <typename T_prob>
77 inline
78 typename boost::math::tools::promote_args<T_prob>::type
79 categorical_logit_log(const std::vector<int>& ns,
80 const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
81 beta) {
82 return categorical_logit_log<false>(ns, beta);
83 }
84
85 }
86 }
87 #endif
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::math::categorical_logit_log
boost::math::tools::promote_args< T_prob >::type categorical_logit_log(int n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &beta)
Definition: categorical_logit_log.hpp:21
stan
Definition: log_sum_exp.hpp:8
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
stan::math::log_softmax
Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > log_softmax(const Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > &alpha)
Definition: log_softmax.hpp:16
stan::math::log_sum_exp
fvar< T > log_sum_exp(const std::vector< fvar< T > > &v)
Definition: log_sum_exp.hpp:13
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
log_sum_exp.hpp
include_summand.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
log_sum_exp.hpp
check_finite.hpp
sum.hpp
log_softmax.hpp

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