Stan Math Library  2.11.0
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 
17 #include <boost/math/special_functions/fpclassify.hpp>
18 #include <boost/random/poisson_distribution.hpp>
19 #include <boost/random/variate_generator.hpp>
20 #include <limits>
21 
22 namespace stan {
23 
24  namespace math {
25 
26  // Poisson(n|lambda) [lambda > 0; n >= 0]
27  template <bool propto, typename T_n, typename T_rate>
28  typename return_type<T_rate>::type
29  poisson_log(const T_n& n, const T_rate& lambda) {
31  T_partials_return;
32 
33  static const char* function("stan::math::poisson_log");
34 
35  using boost::math::lgamma;
41 
42  // check if any vectors are zero length
43  if (!(stan::length(n)
44  && stan::length(lambda)))
45  return 0.0;
46 
47  // set up return value accumulator
48  T_partials_return logp(0.0);
49 
50  // validate args
51  check_nonnegative(function, "Random variable", n);
52  check_not_nan(function, "Rate parameter", lambda);
53  check_nonnegative(function, "Rate parameter", lambda);
54  check_consistent_sizes(function,
55  "Random variable", n,
56  "Rate parameter", lambda);
57 
58  // check if no variables are involved and prop-to
60  return 0.0;
61 
62  // set up expression templates wrapping scalars/vecs into vector views
63  VectorView<const T_n> n_vec(n);
64  VectorView<const T_rate> lambda_vec(lambda);
65  size_t size = max_size(n, lambda);
66 
67  for (size_t i = 0; i < size; i++)
68  if (boost::math::isinf(lambda_vec[i]))
69  return LOG_ZERO;
70  for (size_t i = 0; i < size; i++)
71  if (lambda_vec[i] == 0 && n_vec[i] != 0)
72  return LOG_ZERO;
73 
74  // return accumulator with gradients
75  OperandsAndPartials<T_rate> operands_and_partials(lambda);
76 
78  for (size_t i = 0; i < size; i++) {
79  if (!(lambda_vec[i] == 0 && n_vec[i] == 0)) {
81  logp -= lgamma(n_vec[i] + 1.0);
83  logp += multiply_log(n_vec[i], value_of(lambda_vec[i]))
84  - value_of(lambda_vec[i]);
85  }
86 
87  // gradients
89  operands_and_partials.d_x1[i]
90  += n_vec[i] / value_of(lambda_vec[i]) - 1.0;
91  }
92 
93 
94  return operands_and_partials.value(logp);
95  }
96 
97  template <typename T_n,
98  typename T_rate>
99  inline
101  poisson_log(const T_n& n, const T_rate& lambda) {
102  return poisson_log<false>(n, lambda);
103  }
104  }
105 }
106 #endif
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...
bool isinf(const stan::math::var &v)
Checks if the given number is infinite.
Definition: boost_isinf.hpp:22
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:29
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)
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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