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logistic_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LOG_HPP
3
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.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_finite.hpp>
9 #include <stan/math/prim/scal/err/check_not_nan.hpp>
10 #include <stan/math/prim/scal/err/check_positive_finite.hpp>
11 #include <stan/math/prim/scal/fun/constants.hpp>
12 #include <stan/math/prim/scal/fun/value_of.hpp>
13 #include <stan/math/prim/scal/fun/log1p.hpp>
14 #include <stan/math/prim/scal/meta/length.hpp>
15 #include <stan/math/prim/scal/meta/is_constant_struct.hpp>
16 #include <stan/math/prim/scal/meta/VectorView.hpp>
17 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
18 #include <stan/math/prim/scal/meta/contains_nonconstant_struct.hpp>
19 #include <stan/math/prim/scal/meta/partials_return_type.hpp>
20 #include <stan/math/prim/scal/meta/return_type.hpp>
21 #include <stan/math/prim/scal/meta/include_summand.hpp>
22 #include <cmath>
23
24 namespace stan {
25 namespace math {
26
27 // Logistic(y|mu, sigma) [sigma > 0]
28 template <bool propto,
29 typename T_y, typename T_loc, typename T_scale>
30 typename return_type<T_y, T_loc, T_scale>::type
31 logistic_log(const T_y& y, const T_loc& mu, const T_scale& sigma) {
32 static const char* function("logistic_log");
33 typedef typename stan::partials_return_type<T_y, T_loc, T_scale>::type
34 T_partials_return;
35
36 using std::log;
37 using std::exp;
38
39 if (!(stan::length(y)
40 && stan::length(mu)
41 && stan::length(sigma)))
42 return 0.0;
43
44 T_partials_return logp(0.0);
45
46 check_finite(function, "Random variable", y);
47 check_finite(function, "Location parameter", mu);
48 check_positive_finite(function, "Scale parameter", sigma);
49 check_consistent_sizes(function,
50 "Random variable", y,
51 "Location parameter", mu,
52 "Scale parameter", sigma);
53
54 if (!include_summand<propto, T_y, T_loc, T_scale>::value)
55 return 0.0;
56
57 OperandsAndPartials<T_y, T_loc, T_scale>
58 operands_and_partials(y, mu, sigma);
59
60 VectorView<const T_y> y_vec(y);
61 VectorView<const T_loc> mu_vec(mu);
62 VectorView<const T_scale> sigma_vec(sigma);
63 size_t N = max_size(y, mu, sigma);
64
65 VectorBuilder<true, T_partials_return, T_scale> inv_sigma(length(sigma));
66 VectorBuilder<include_summand<propto, T_scale>::value,
67 T_partials_return, T_scale> log_sigma(length(sigma));
68 for (size_t i = 0; i < length(sigma); i++) {
69 inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
70 if (include_summand<propto, T_scale>::value)
71 log_sigma[i] = log(value_of(sigma_vec[i]));
72 }
73
74 VectorBuilder<!is_constant_struct<T_loc>::value,
75 T_partials_return, T_loc, T_scale>
76 exp_mu_div_sigma(max_size(mu, sigma));
77 VectorBuilder<!is_constant_struct<T_loc>::value,
78 T_partials_return, T_y, T_scale>
79 exp_y_div_sigma(max_size(y, sigma));
80 if (!is_constant_struct<T_loc>::value) {
81 for (size_t n = 0; n < max_size(mu, sigma); n++)
82 exp_mu_div_sigma[n] = exp(value_of(mu_vec[n])
83 / value_of(sigma_vec[n]));
84 for (size_t n = 0; n < max_size(y, sigma); n++)
85 exp_y_div_sigma[n] = exp(value_of(y_vec[n])
86 / value_of(sigma_vec[n]));
87 }
88
89 for (size_t n = 0; n < N; n++) {
90 const T_partials_return y_dbl = value_of(y_vec[n]);
91 const T_partials_return mu_dbl = value_of(mu_vec[n]);
92
93 const T_partials_return y_minus_mu = y_dbl - mu_dbl;
94 const T_partials_return y_minus_mu_div_sigma = y_minus_mu
95 * inv_sigma[n];
96 T_partials_return exp_m_y_minus_mu_div_sigma(0);
97 if (include_summand<propto, T_y, T_loc, T_scale>::value)
98 exp_m_y_minus_mu_div_sigma = exp(-y_minus_mu_div_sigma);
99 T_partials_return inv_1p_exp_y_minus_mu_div_sigma(0);
100 if (contains_nonconstant_struct<T_y, T_scale>::value)
101 inv_1p_exp_y_minus_mu_div_sigma = 1 / (1 + exp(y_minus_mu_div_sigma));
102
103 if (include_summand<propto, T_y, T_loc, T_scale>::value)
104 logp -= y_minus_mu_div_sigma;
105 if (include_summand<propto, T_scale>::value)
106 logp -= log_sigma[n];
107 if (include_summand<propto, T_y, T_loc, T_scale>::value)
108 logp -= 2.0 * log1p(exp_m_y_minus_mu_div_sigma);
109
110 if (!is_constant_struct<T_y>::value)
111 operands_and_partials.d_x1[n]
112 += (2 * inv_1p_exp_y_minus_mu_div_sigma - 1) * inv_sigma[n];
113 if (!is_constant_struct<T_loc>::value)
114 operands_and_partials.d_x2[n] +=
115 (1 - 2 * exp_mu_div_sigma[n] / (exp_mu_div_sigma[n]
116 + exp_y_div_sigma[n]))
117 * inv_sigma[n];
118 if (!is_constant_struct<T_scale>::value)
119 operands_and_partials.d_x3[n] +=
120 ((1 - 2 * inv_1p_exp_y_minus_mu_div_sigma)
121 *y_minus_mu*inv_sigma[n] - 1) * inv_sigma[n];
122 }
123 return operands_and_partials.value(logp);
124 }
125
126 template <typename T_y, typename T_loc, typename T_scale>
127 inline
128 typename return_type<T_y, T_loc, T_scale>::type
129 logistic_log(const T_y& y, const T_loc& mu, const T_scale& sigma) {
130 return logistic_log<false>(y, mu, sigma);
131 }
132
133 }
134 }
135 #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
contains_nonconstant_struct.hpp
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
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::exp
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
stan::math::OperandsAndPartials
This class builds partial derivatives with respect to a set of operands.
Definition: OperandsAndPartials.hpp:37
VectorView.hpp
stan::math::OperandsAndPartials::d_x3
VectorView< T_return_type, false, true > d_x3
Definition: OperandsAndPartials.hpp:40
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
stan::contains_nonconstant_struct
Definition: contains_nonconstant_struct.hpp:14
length.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
stan::VectorBuilder
VectorBuilder allocates type T1 values to be used as intermediate values.
Definition: VectorBuilder.hpp:28
constants.hpp
stan::math::logistic_log
return_type< T_y, T_loc, T_scale >::type logistic_log(const T_y &y, const T_loc &mu, const T_scale &sigma)
Definition: logistic_log.hpp:31
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
stan::math::log1p
fvar< T > log1p(const fvar< T > &x)
Definition: log1p.hpp:15
log1p.hpp
value_of.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::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

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