Stan Math Library  2.10.0
reverse mode automatic differentiation
poisson_log_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_LOG_HPP
3 
18 #include <boost/math/special_functions/fpclassify.hpp>
19 #include <boost/random/poisson_distribution.hpp>
20 #include <boost/random/variate_generator.hpp>
21 #include <cmath>
22 #include <limits>
23 
24 namespace stan {
25 
26  namespace math {
27 
28  // PoissonLog(n|alpha) [n >= 0] = Poisson(n|exp(alpha))
29  template <bool propto,
30  typename T_n, typename T_log_rate>
31  typename return_type<T_log_rate>::type
32  poisson_log_log(const T_n& n, const T_log_rate& alpha) {
34  T_partials_return;
35 
36  static const char* function("stan::math::poisson_log_log");
37 
38  using boost::math::lgamma;
44  using std::exp;
45  using std::exp;
46 
47  // check if any vectors are zero length
48  if (!(stan::length(n)
49  && stan::length(alpha)))
50  return 0.0;
51 
52  // set up return value accumulator
53  T_partials_return logp(0.0);
54 
55  // validate args
56  check_nonnegative(function, "Random variable", n);
57  check_not_nan(function, "Log rate parameter", alpha);
58  check_consistent_sizes(function,
59  "Random variable", n,
60  "Log rate parameter", alpha);
61 
62  // check if no variables are involved and prop-to
64  return 0.0;
65 
66  // set up expression templates wrapping scalars/vecs into vector views
67  VectorView<const T_n> n_vec(n);
68  VectorView<const T_log_rate> alpha_vec(alpha);
69  size_t size = max_size(n, alpha);
70 
71  // FIXME: first loop size of alpha_vec, second loop if-ed for size==1
72  for (size_t i = 0; i < size; i++)
73  if (std::numeric_limits<double>::infinity() == alpha_vec[i])
74  return LOG_ZERO;
75  for (size_t i = 0; i < size; i++)
76  if (-std::numeric_limits<double>::infinity() == alpha_vec[i]
77  && n_vec[i] != 0)
78  return LOG_ZERO;
79 
80  // return accumulator with gradients
81  OperandsAndPartials<T_log_rate> operands_and_partials(alpha);
82 
83  // FIXME: cache value_of for alpha_vec? faster if only one?
85  T_partials_return, T_log_rate>
86  exp_alpha(length(alpha));
87  for (size_t i = 0; i < length(alpha); i++)
89  exp_alpha[i] = exp(value_of(alpha_vec[i]));
90 
92  for (size_t i = 0; i < size; i++) {
93  if (!(alpha_vec[i] == -std::numeric_limits<double>::infinity()
94  && n_vec[i] == 0)) {
96  logp -= lgamma(n_vec[i] + 1.0);
98  logp += n_vec[i] * value_of(alpha_vec[i]) - exp_alpha[i];
99  }
100 
101  // gradients
103  operands_and_partials.d_x1[i] += n_vec[i] - exp_alpha[i];
104  }
105  return operands_and_partials.value(logp);
106  }
107 
108  template <typename T_n,
109  typename T_log_rate>
110  inline
112  poisson_log_log(const T_n& n, const T_log_rate& alpha) {
113  return poisson_log_log<false>(n, alpha);
114  }
115  }
116 }
117 #endif
return_type< T_log_rate >::type poisson_log_log(const T_n &n, const T_log_rate &alpha)
fvar< T > lgamma(const fvar< T > &x)
Definition: lgamma.hpp:15
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
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.
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
const double LOG_ZERO
Definition: constants.hpp:175
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...
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
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
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
VectorBuilder allocates type T1 values to be used as intermediate values.
int size(const std::vector< T > &x)
Return the size of the specified standard vector.
Definition: size.hpp:17
bool check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Return true if the dimension of x1 is consistent with x2.
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
VectorView is a template expression that is constructed with a container or scalar, which it then allows to be used as an array using operator[].
Definition: VectorView.hpp:48
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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