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bernoulli_cdf_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_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
22 namespace math {
23
24 template <typename T_n, typename T_prob>
25 typename return_type<T_prob>::type
26 bernoulli_cdf_log(const T_n& n, const T_prob& theta) {
27 static const char* function("stan::math::bernoulli_cdf_log");
28 typedef typename stan::partials_return_type<T_n, T_prob>::type
29 T_partials_return;
30
31 using stan::math::check_finite;
32 using stan::math::check_bounded;
33 using stan::math::check_consistent_sizes;
34 using stan::math::include_summand;
35
36 // Ensure non-zero argument lenghts
37 if (!(stan::length(n) && stan::length(theta)))
38 return 0.0;
39
40 T_partials_return P(0.0);
41
42 // Validate arguments
43 check_finite(function, "Probability parameter", theta);
44 check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
45 check_consistent_sizes(function,
46 "Random variable", n,
47 "Probability parameter", theta);
48
49 // set up template expressions wrapping scalars into vector views
50 VectorView<const T_n> n_vec(n);
51 VectorView<const T_prob> theta_vec(theta);
52 size_t size = max_size(n, theta);
53
54 // Compute vectorized cdf_log and gradient
55 using stan::math::value_of;
56 using std::log;
57 OperandsAndPartials<T_prob> operands_and_partials(theta);
58
59 // Explicit return for extreme values
60 // The gradients are technically ill-defined, but treated as zero
61 for (size_t i = 0; i < stan::length(n); i++) {
62 if (value_of(n_vec[i]) < 0)
63 return operands_and_partials.value(stan::math::negative_infinity());
64 }
65
66 for (size_t i = 0; i < size; i++) {
67 // Explicit results for extreme values
68 // The gradients are technically ill-defined, but treated as zero
69 if (value_of(n_vec[i]) >= 1)
70 continue;
71
72 const T_partials_return Pi = 1 - value_of(theta_vec[i]);
73
74 P += log(Pi);
75
76 if (!is_constant_struct<T_prob>::value)
77 operands_and_partials.d_x1[i] -= 1 / Pi;
78 }
79
80 return operands_and_partials.value(P);
81 }
82
83 }
84 }
85 #endif
check_not_nan.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::bernoulli_cdf_log
return_type< T_prob >::type bernoulli_cdf_log(const T_n &n, const T_prob &theta)
Definition: bernoulli_cdf_log.hpp:26
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
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:68
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:36
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:38
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
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:62
constants.hpp
stan::math::size
int size(const std::vector< T > &x)
Return the size of the specified standard vector.
Definition: size.hpp:17
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::OperandsAndPartials::d_x1
VectorView< T_return_type, false, true > d_x1
Definition: OperandsAndPartials.hpp:39
stan::math::negative_infinity
double negative_infinity()
Return negative infinity.
Definition: constants.hpp:132

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