Stan Math Library  2.15.0
reverse mode automatic differentiation
bernoulli_lpmf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LPMF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LPMF_HPP
3 
17 #include <boost/random/bernoulli_distribution.hpp>
18 #include <boost/random/variate_generator.hpp>
19 #include <cmath>
20 
21 namespace stan {
22  namespace math {
23 
36  template <bool propto, typename T_n, typename T_prob>
38  bernoulli_lpmf(const T_n& n,
39  const T_prob& theta) {
40  static const char* function("bernoulli_lpmf");
42  T_partials_return;
43 
44  using std::log;
45 
46  if (!(stan::length(n)
47  && stan::length(theta)))
48  return 0.0;
49 
50  T_partials_return logp(0.0);
51 
52  check_bounded(function, "n", n, 0, 1);
53  check_finite(function, "Probability parameter", theta);
54  check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
55  check_consistent_sizes(function,
56  "Random variable", n,
57  "Probability parameter", theta);
58 
60  return 0.0;
61 
63  scalar_seq_view<const T_prob> theta_vec(theta);
64  size_t N = max_size(n, theta);
65  OperandsAndPartials<T_prob> operands_and_partials(theta);
66 
67  if (length(theta) == 1) {
68  size_t sum = 0;
69  for (size_t n = 0; n < N; n++) {
70  sum += value_of(n_vec[n]);
71  }
72  const T_partials_return theta_dbl = value_of(theta_vec[0]);
73  // avoid nans when sum == N or sum == 0
74  if (sum == N) {
75  logp += N * log(theta_dbl);
77  operands_and_partials.d_x1[0] += N / theta_dbl;
78  } else if (sum == 0) {
79  logp += N * log1m(theta_dbl);
81  operands_and_partials.d_x1[0] += N / (theta_dbl - 1);
82  } else {
83  const T_partials_return log_theta = log(theta_dbl);
84  const T_partials_return log1m_theta = log1m(theta_dbl);
85 
86  logp += sum * log_theta;
87  logp += (N - sum) * log1m_theta;
88 
90  operands_and_partials.d_x1[0] += sum / theta_dbl;
91  operands_and_partials.d_x1[0] += (N - sum) / (theta_dbl - 1);
92  }
93  }
94  } else {
95  for (size_t n = 0; n < N; n++) {
96  const int n_int = value_of(n_vec[n]);
97  const T_partials_return theta_dbl = value_of(theta_vec[n]);
98 
99  if (n_int == 1)
100  logp += log(theta_dbl);
101  else
102  logp += log1m(theta_dbl);
103 
105  if (n_int == 1)
106  operands_and_partials.d_x1[n] += 1.0 / theta_dbl;
107  else
108  operands_and_partials.d_x1[n] += 1.0 / (theta_dbl - 1);
109  }
110  }
111  }
112  return operands_and_partials.value(logp);
113  }
114 
115  template <typename T_y, typename T_prob>
116  inline
118  bernoulli_lpmf(const T_y& n,
119  const T_prob& theta) {
120  return bernoulli_lpmf<false>(n, theta);
121  }
122 
123  }
124 }
125 #endif
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
Definition: sum.hpp:20
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
void check_bounded(const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
Check if the value is between the low and high values, inclusively.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
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
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
return_type< T_prob >::type bernoulli_lpmf(const T_n &n, const T_prob &theta)
Returns the log PMF of the Bernoulli distribution.
This class builds partial derivatives with respect to a set of operands.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
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
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:13
VectorView< T_return_type, false, true > d_x1

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