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reverse mode automatic differentiation
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ordered_logistic_log.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_PROB_ORDERED_LOGISTIC_LOG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_ORDERED_LOGISTIC_LOG_HPP
3 
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
20 
21 namespace stan {
22 
23  namespace math {
24 
25  template <typename T>
26  inline T log_inv_logit_diff(const T& alpha, const T& beta) {
27  using std::exp;
30  return beta + log1m_exp(alpha - beta) - log1p_exp(alpha)
31  - log1p_exp(beta);
32  }
33 
34  // y in 0, ..., K-1; c.size()==K-2, c increasing, lambda finite
59  template <bool propto, typename T_lambda, typename T_cut>
60  typename boost::math::tools::promote_args<T_lambda, T_cut>::type
61  ordered_logistic_log(int y, const T_lambda& lambda,
62  const Eigen::Matrix<T_cut, Eigen::Dynamic, 1>& c) {
63  using std::exp;
64  using std::log;
66  using stan::math::log1m;
68 
69  static const char* function("stan::math::ordered_logistic");
70 
78 
79  int K = c.size() + 1;
80 
81  check_bounded(function, "Random variable", y, 1, K);
82  check_finite(function, "Location parameter", lambda);
83  check_greater(function, "Size of cut points parameter", c.size(), 0);
84  for (int i = 1; i < c.size(); ++i)
85  check_greater(function, "Cut points parameter", c(i), c(i - 1));
86 
87  check_finite(function, "Cut points parameter", c(c.size()-1));
88  check_finite(function, "Cut points parameter", c(0));
89 
90  // log(1 - inv_logit(lambda))
91  if (y == 1)
92  return -log1p_exp(lambda - c(0));
93 
94  // log(inv_logit(lambda - c(K-3)));
95  if (y == K) {
96  return -log1p_exp(c(K-2) - lambda);
97  }
98 
99  // if (2 < y < K) { ... }
100  // log(inv_logit(lambda - c(y-2)) - inv_logit(lambda - c(y-1)))
101  return log_inv_logit_diff(c(y-2) - lambda,
102  c(y-1) - lambda);
103  }
104 
105  template <typename T_lambda, typename T_cut>
106  typename boost::math::tools::promote_args<T_lambda, T_cut>::type
107  ordered_logistic_log(int y, const T_lambda& lambda,
108  const Eigen::Matrix<T_cut, Eigen::Dynamic, 1>& c) {
109  return ordered_logistic_log<false>(y, lambda, c);
110  }
111  }
112 }
113 
114 #endif
bool check_less(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is strictly less than high.
Definition: check_less.hpp:81
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
fvar< T > inv_logit(const fvar< T > &x)
Definition: inv_logit.hpp:15
bool check_bounded(const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
Return true if the value is between the low and high values, inclusively.
T log_inv_logit_diff(const T &alpha, const T &beta)
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
fvar< T > log1m_exp(const fvar< T > &x)
Definition: log1m_exp.hpp:16
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
bool check_less_or_equal(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is less or equal to high.
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
fvar< T > log1p_exp(const fvar< T > &x)
Definition: log1p_exp.hpp:13
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:16
boost::math::tools::promote_args< T_lambda, T_cut >::type ordered_logistic_log(int y, const T_lambda &lambda, const Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > &c)
Returns the (natural) log probability of the specified integer outcome given the continuous location ...
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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