Stan Math Library  2.10.0
reverse mode automatic differentiation
uniform_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LOG_HPP
3 
15 #include <boost/random/uniform_real_distribution.hpp>
16 #include <boost/random/variate_generator.hpp>
17 #include <cmath>
18 
19 namespace stan {
20 
21  namespace math {
22 
23  // CONTINUOUS, UNIVARIATE DENSITIES
45  template <bool propto,
46  typename T_y, typename T_low, typename T_high>
47  typename return_type<T_y, T_low, T_high>::type
48  uniform_log(const T_y& y, const T_low& alpha, const T_high& beta) {
49  static const char* function("stan::math::uniform_log");
51  T_partials_return;
52 
58  using std::log;
59 
60  // check if any vectors are zero length
61  if (!(stan::length(y)
62  && stan::length(alpha)
63  && stan::length(beta)))
64  return 0.0;
65 
66  // set up return value accumulator
67  T_partials_return logp(0.0);
68  check_not_nan(function, "Random variable", y);
69  check_finite(function, "Lower bound parameter", alpha);
70  check_finite(function, "Upper bound parameter", beta);
71  check_greater(function, "Upper bound parameter", beta, alpha);
72  check_consistent_sizes(function,
73  "Random variable", y,
74  "Lower bound parameter", alpha,
75  "Upper bound parameter", beta);
76 
77  // check if no variables are involved and prop-to
79  return 0.0;
80 
81  VectorView<const T_y> y_vec(y);
82  VectorView<const T_low> alpha_vec(alpha);
83  VectorView<const T_high> beta_vec(beta);
84  size_t N = max_size(y, alpha, beta);
85 
86  for (size_t n = 0; n < N; n++) {
87  const T_partials_return y_dbl = value_of(y_vec[n]);
88  if (y_dbl < value_of(alpha_vec[n])
89  || y_dbl > value_of(beta_vec[n]))
90  return LOG_ZERO;
91  }
92 
94  T_partials_return, T_low, T_high>
95  inv_beta_minus_alpha(max_size(alpha, beta));
96  for (size_t i = 0; i < max_size(alpha, beta); i++)
98  inv_beta_minus_alpha[i]
99  = 1.0 / (value_of(beta_vec[i]) - value_of(alpha_vec[i]));
100 
102  T_partials_return, T_low, T_high>
103  log_beta_minus_alpha(max_size(alpha, beta));
104  for (size_t i = 0; i < max_size(alpha, beta); i++)
106  log_beta_minus_alpha[i]
107  = log(value_of(beta_vec[i]) - value_of(alpha_vec[i]));
108 
110  operands_and_partials(y, alpha, beta);
111  for (size_t n = 0; n < N; n++) {
113  logp -= log_beta_minus_alpha[n];
114 
116  operands_and_partials.d_x2[n] += inv_beta_minus_alpha[n];
118  operands_and_partials.d_x3[n] -= inv_beta_minus_alpha[n];
119  }
120  return operands_and_partials.value(logp);
121  }
122 
123  template <typename T_y, typename T_low, typename T_high>
124  inline
126  uniform_log(const T_y& y, const T_low& alpha, const T_high& beta) {
127  return uniform_log<false>(y, alpha, beta);
128  }
129  }
130 }
131 #endif
VectorView< T_return_type, false, true > d_x2
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
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
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...
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)
Definition: max_size.hpp:9
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
VectorBuilder allocates type T1 values to be used as intermediate values.
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.
return_type< T_y, T_low, T_high >::type uniform_log(const T_y &y, const T_low &alpha, const T_high &beta)
The log of a uniform density for the given y, lower, and upper bound.
Definition: uniform_log.hpp:48
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
bool check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Return true if y is strictly greater than low.

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