Stan Math Library  2.15.0
reverse mode automatic differentiation
bernoulli_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_HPP
3 
17 #include <boost/random/bernoulli_distribution.hpp>
18 #include <boost/random/variate_generator.hpp>
19 
20 namespace stan {
21  namespace math {
22 
35  template <typename T_n, typename T_prob>
37  bernoulli_cdf(const T_n& n, const T_prob& theta) {
38  static const char* function("bernoulli_cdf");
40  T_partials_return;
41 
42  if (!(stan::length(n) && stan::length(theta)))
43  return 1.0;
44 
45  T_partials_return P(1.0);
46 
47  check_finite(function, "Probability parameter", theta);
48  check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
49  check_consistent_sizes(function,
50  "Random variable", n,
51  "Probability parameter", theta);
52 
54  scalar_seq_view<const T_prob> theta_vec(theta);
55  size_t size = max_size(n, theta);
56 
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(0.0);
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 *= Pi;
75 
77  operands_and_partials.d_x1[i] += - 1 / Pi;
78  }
79 
81  for (size_t i = 0; i < stan::length(theta); ++i)
82  operands_and_partials.d_x1[i] *= P;
83  }
84  return operands_and_partials.value(P);
85  }
86 
87  }
88 }
89 #endif
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
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
return_type< T_prob >::type bernoulli_cdf(const T_n &n, const T_prob &theta)
Returns the CDF of the Bernoulli distribution.
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...
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
int size(const std::vector< T > &x)
Return the size of the specified standard vector.
Definition: size.hpp:17
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
VectorView< T_return_type, false, true > d_x1

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