Stan Math Library  2.12.0
reverse mode automatic differentiation
poisson_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_HPP
3 
18 #include <boost/random/poisson_distribution.hpp>
19 #include <boost/random/variate_generator.hpp>
20 #include <limits>
21 
22 namespace stan {
23  namespace math {
24 
25  // Poisson(n|lambda) [lambda > 0; n >= 0]
26  template <bool propto, typename T_n, typename T_rate>
27  typename return_type<T_rate>::type
28  poisson_log(const T_n& n, const T_rate& lambda) {
30  T_partials_return;
31 
32  static const char* function("poisson_log");
33 
34  using boost::math::lgamma;
35 
36  if (!(stan::length(n)
37  && stan::length(lambda)))
38  return 0.0;
39 
40  T_partials_return logp(0.0);
41 
42  check_nonnegative(function, "Random variable", n);
43  check_not_nan(function, "Rate parameter", lambda);
44  check_nonnegative(function, "Rate parameter", lambda);
45  check_consistent_sizes(function,
46  "Random variable", n,
47  "Rate parameter", lambda);
48 
50  return 0.0;
51 
52  VectorView<const T_n> n_vec(n);
53  VectorView<const T_rate> lambda_vec(lambda);
54  size_t size = max_size(n, lambda);
55 
56  for (size_t i = 0; i < size; i++)
57  if (is_inf(lambda_vec[i]))
58  return LOG_ZERO;
59  for (size_t i = 0; i < size; i++)
60  if (lambda_vec[i] == 0 && n_vec[i] != 0)
61  return LOG_ZERO;
62 
63  OperandsAndPartials<T_rate> operands_and_partials(lambda);
64 
65  for (size_t i = 0; i < size; i++) {
66  if (!(lambda_vec[i] == 0 && n_vec[i] == 0)) {
68  logp -= lgamma(n_vec[i] + 1.0);
70  logp += multiply_log(n_vec[i], value_of(lambda_vec[i]))
71  - value_of(lambda_vec[i]);
72  }
73 
75  operands_and_partials.d_x1[i]
76  += n_vec[i] / value_of(lambda_vec[i]) - 1.0;
77  }
78  return operands_and_partials.value(logp);
79  }
80 
81  template <typename T_n,
82  typename T_rate>
83  inline
85  poisson_log(const T_n& n, const T_rate& lambda) {
86  return poisson_log<false>(n, lambda);
87  }
88 
89  }
90 }
91 #endif
fvar< T > lgamma(const fvar< T > &x)
Definition: lgamma.hpp:14
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:172
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.
return_type< T_rate >::type poisson_log(const T_n &n, const T_rate &lambda)
Definition: poisson_log.hpp:28
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
int is_inf(const fvar< T > &x)
Returns 1 if the input's value is infinite and 0 otherwise.
Definition: is_inf.hpp:21
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
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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