1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BETA_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_BETA_LPDF_HPP 25 #include <boost/math/special_functions/gamma.hpp> 26 #include <boost/random/gamma_distribution.hpp> 27 #include <boost/random/variate_generator.hpp> 51 template <
bool propto,
52 typename T_y,
typename T_scale_succ,
typename T_scale_fail>
55 const T_scale_succ& alpha,
const T_scale_fail& beta) {
56 static const char*
function(
"beta_lpdf");
72 T_partials_return logp(0.0);
79 "First shape parameter", alpha,
80 "Second shape parameter", beta);
92 for (
size_t n = 0; n < N; n++) {
93 const T_partials_return y_dbl =
value_of(y_vec[n]);
94 if (y_dbl < 0 || y_dbl > 1)
99 operands_and_partials(y, alpha, beta);
102 T_partials_return, T_y>
105 T_partials_return, T_y>
108 for (
size_t n = 0; n <
length(y); n++) {
116 T_partials_return, T_scale_succ>
117 lgamma_alpha(
length(alpha));
119 T_partials_return, T_scale_succ>
120 digamma_alpha(
length(alpha));
121 for (
size_t n = 0; n <
length(alpha); n++) {
129 T_partials_return, T_scale_fail>
130 lgamma_beta(
length(beta));
132 T_partials_return, T_scale_fail>
133 digamma_beta(
length(beta));
135 for (
size_t n = 0; n <
length(beta); n++) {
143 T_partials_return, T_scale_succ, T_scale_fail>
144 lgamma_alpha_beta(
max_size(alpha, beta));
147 T_scale_fail>::value,
148 T_partials_return, T_scale_succ, T_scale_fail>
149 digamma_alpha_beta(
max_size(alpha, beta));
151 for (
size_t n = 0; n <
max_size(alpha, beta); n++) {
152 const T_partials_return alpha_beta =
value_of(alpha_vec[n])
155 lgamma_alpha_beta[n] =
lgamma(alpha_beta);
157 digamma_alpha_beta[n] =
digamma(alpha_beta);
160 for (
size_t n = 0; n < N; n++) {
161 const T_partials_return y_dbl =
value_of(y_vec[n]);
162 const T_partials_return alpha_dbl =
value_of(alpha_vec[n]);
163 const T_partials_return beta_dbl =
value_of(beta_vec[n]);
166 logp += lgamma_alpha_beta[n];
168 logp -= lgamma_alpha[n];
170 logp -= lgamma_beta[n];
172 logp += (alpha_dbl-1.0) * log_y[n];
174 logp += (beta_dbl-1.0) * log1m_y[n];
177 operands_and_partials.
d_x1[n] += (alpha_dbl-1)/y_dbl
178 + (beta_dbl-1)/(y_dbl-1);
180 operands_and_partials.
d_x2[n]
181 += log_y[n] + digamma_alpha_beta[n] - digamma_alpha[n];
183 operands_and_partials.
d_x3[n]
184 += log1m_y[n] + digamma_alpha_beta[n] - digamma_beta[n];
186 return operands_and_partials.
value(logp);
189 template <
typename T_y,
typename T_scale_succ,
typename T_scale_fail>
192 const T_scale_fail& beta) {
193 return beta_lpdf<false>(y, alpha, beta);
VectorView< T_return_type, false, true > d_x2
void check_less_or_equal(const char *function, const char *name, const T_y &y, const T_high &high)
Check if y is less or equal to high.
fvar< T > lgamma(const fvar< T > &x)
Return the natural logarithm of the gamma function applied to the specified argument.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
fvar< T > log(const fvar< T > &x)
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)
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
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
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
return_type< T_y, T_scale_succ, T_scale_fail >::type beta_lpdf(const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
The log of the beta density for the specified scalar(s) given the specified sample size(s)...
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
This class builds partial derivatives with respect to a set of operands.
VectorView< T_return_type, false, true > d_x3
size_t max_size(const T1 &x1, const T2 &x2)
VectorBuilder allocates type T1 values to be used as intermediate values.
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.
fvar< T > log1m(const fvar< T > &x)
VectorView< T_return_type, false, true > d_x1
fvar< T > digamma(const fvar< T > &x)
Return the derivative of the log gamma function at the specified argument.