Stan Math Library  2.11.0
reverse mode automatic differentiation
categorical_log.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_PROB_CATEGORICAL_LOG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_CATEGORICAL_LOG_HPP
3 
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
14 #include <cmath>
15 #include <vector>
16 
17 namespace stan {
18 
19  namespace math {
20 
21  // Categorical(n|theta) [0 < n <= N; 0 <= theta[n] <= 1; SUM theta = 1]
22  template <bool propto,
23  typename T_prob>
24  typename boost::math::tools::promote_args<T_prob>::type
26  const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>& theta) {
27  static const char* function("stan::math::categorical_log");
28 
31  using boost::math::tools::promote_args;
33  using std::log;
34 
35  int lb = 1;
36 
37  T_prob lp = 0.0;
38  check_bounded(function, "Number of categories", n, lb, theta.size());
39 
41  if (!check_simplex(function, "Probabilities parameter", theta))
42  return lp;
43  } else {
44  if (!check_simplex(function, "Probabilities parameter", theta))
45  return lp;
46  }
47 
49  return log(theta(n-1));
50  return 0.0;
51  }
52 
53  template <typename T_prob>
54  inline
55  typename boost::math::tools::promote_args<T_prob>::type
56  categorical_log(const typename
57  math::index_type<Eigen::Matrix<T_prob,
58  Eigen::Dynamic, 1> >::type n,
59  const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>& theta) {
60  return categorical_log<false>(n, theta);
61  }
62 
63 
64  // Categorical(n|theta) [0 < n <= N; 0 <= theta[n] <= 1; SUM theta = 1]
65  template <bool propto,
66  typename T_prob>
67  typename boost::math::tools::promote_args<T_prob>::type
68  categorical_log(const std::vector<int>& ns,
69  const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>& theta) {
70  static const char* function("stan::math::categorical_log");
71 
72  using boost::math::tools::promote_args;
75  using stan::math::sum;
77  using std::log;
78 
79  int lb = 1;
80 
81  T_prob lp = 0.0;
82  for (size_t i = 0; i < ns.size(); ++i)
83  check_bounded(function, "element of outcome array", ns[i],
84  lb, theta.size());
85 
87  if (!check_simplex(function, "Probabilities parameter", theta))
88  return lp;
89  } else {
90  if (!check_simplex(function, "Probabilities parameter", theta))
91  return lp;
92  }
93 
95  return 0.0;
96 
97  if (ns.size() == 0)
98  return 0.0;
99 
100  Eigen::Matrix<T_prob, Eigen::Dynamic, 1> log_theta(theta.size());
101  for (int i = 0; i < theta.size(); ++i)
102  log_theta(i) = log(theta(i));
103 
104  Eigen::Matrix<typename boost::math::tools::promote_args<T_prob>::type,
105  Eigen::Dynamic, 1> log_theta_ns(ns.size());
106  for (size_t i = 0; i < ns.size(); ++i)
107  log_theta_ns(i) = log_theta(ns[i] - 1);
108 
109  return sum(log_theta_ns);
110  }
111 
112 
113  template <typename T_prob>
114  inline
115  typename boost::math::tools::promote_args<T_prob>::type
116  categorical_log(const std::vector<int>& ns,
117  const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>& theta) {
118  return categorical_log<false>(ns, theta);
119  }
120 
121  }
122 }
123 #endif
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
Definition: sum.hpp:20
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
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.
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
Primary template class for the metaprogram to compute the index type of a container.
Definition: index_type.hpp:19
boost::math::tools::promote_args< T_prob >::type categorical_log(int n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
bool check_simplex(const char *function, const char *name, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
Return true if the specified vector is simplex.

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