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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
16 namespace math {
17
18 // CategoricalLog(n|theta) [0 < n <= N, theta unconstrained], no checking
19 template <bool propto,
20 typename T_prob>
21 typename boost::math::tools::promote_args<T_prob>::type
22 categorical_logit_log(int n,
23 const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
24 beta) {
25 static const char* function("stan::math::categorical_logit_log");
26
27 using stan::math::check_bounded;
28 using stan::math::check_finite;
29 using stan::math::log_sum_exp;
30
31 check_bounded(function, "categorical outcome out of support", n,
32 1, beta.size());
33 check_finite(function, "log odds parameter", beta);
34
35 if (!include_summand<propto, T_prob>::value)
36 return 0.0;
37
38 // FIXME: wasteful vs. creating term (n-1) if not vectorized
39 return beta(n-1) - log_sum_exp(beta); // == log_softmax(beta)(n-1);
40 }
41
42 template <typename T_prob>
43 inline
44 typename boost::math::tools::promote_args<T_prob>::type
45 categorical_logit_log(int n,
46 const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
47 beta) {
48 return categorical_logit_log<false>(n, beta);
49 }
50
51 template <bool propto,
52 typename T_prob>
53 typename boost::math::tools::promote_args<T_prob>::type
54 categorical_logit_log(const std::vector<int>& ns,
55 const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
56 beta) {
57 static const char* function("stan::math::categorical_logit_log");
58
59 using stan::math::check_bounded;
60 using stan::math::check_finite;
61 using stan::math::log_softmax;
62 using stan::math::sum;
63
64 for (size_t k = 0; k < ns.size(); ++k)
65 check_bounded(function, "categorical outcome out of support",
66 ns[k], 1, beta.size());
67 check_finite(function, "log odds parameter", beta);
68
69 if (!include_summand<propto, T_prob>::value)
70 return 0.0;
71
72 if (ns.size() == 0)
73 return 0.0;
74
75 Eigen::Matrix<T_prob, Eigen::Dynamic, 1> log_softmax_beta
76 = log_softmax(beta);
77
78 // FIXME: replace with more efficient sum()
79 Eigen::Matrix<typename boost::math::tools::promote_args<T_prob>::type,
80 Eigen::Dynamic, 1> results(ns.size());
81 for (size_t i = 0; i < ns.size(); ++i)
82 results[i] = log_softmax_beta(ns[i] - 1);
83 return sum(results);
84 }
85
86 template <typename T_prob>
87 inline
88 typename boost::math::tools::promote_args<T_prob>::type
89 categorical_logit_log(const std::vector<int>& ns,
90 const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
91 beta) {
92 return categorical_logit_log<false>(ns, beta);
93 }
94
95
96 }
97 }
98 #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:22
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:14
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
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:62
log_sum_exp.hpp
check_finite.hpp
sum.hpp
log_softmax.hpp

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