Stan Math Library  2.15.0
reverse mode automatic differentiation
ordered_free.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_ORDERED_FREE_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_ORDERED_FREE_HPP
3 
7 #include <cmath>
8 
9 namespace stan {
10  namespace math {
24  template <typename T>
25  Eigen::Matrix<T, Eigen::Dynamic, 1>
26  ordered_free(const Eigen::Matrix<T, Eigen::Dynamic, 1>& y) {
27  check_ordered("stan::math::ordered_free",
28  "Ordered variable", y);
29  using Eigen::Matrix;
30  using Eigen::Dynamic;
31  using std::log;
32  typedef typename index_type<Matrix<T, Dynamic, 1> >::type size_type;
33 
34  size_type k = y.size();
35  Matrix<T, Dynamic, 1> x(k);
36  if (k == 0)
37  return x;
38  x[0] = y[0];
39  for (size_type i = 1; i < k; ++i)
40  x[i] = log(y[i] - y[i-1]);
41  return x;
42  }
43  }
44 }
45 #endif
Eigen::Matrix< T, Eigen::Dynamic, 1 > ordered_free(const Eigen::Matrix< T, Eigen::Dynamic, 1 > &y)
Return the vector of unconstrained scalars that transform to the specified positive ordered vector...
void check_ordered(const char *function, const char *name, const std::vector< T_y > &y)
Check if the specified vector is sorted into strictly increasing order.
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >::Index size_type
Type for sizes and indexes in an Eigen matrix with double e.
Definition: typedefs.hpp:13
Primary template class for the metaprogram to compute the index type of a container.
Definition: index_type.hpp:18

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