Stan Math Library  2.11.0
reverse mode automatic differentiation
uniform_cdf_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_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  template <typename T_y, typename T_low, typename T_high>
24  typename return_type<T_y, T_low, T_high>::type
25  uniform_cdf_log(const T_y& y, const T_low& alpha, const T_high& beta) {
26  static const char* function("stan::math::uniform_cdf_log");
28  T_partials_return;
29 
35  using std::log;
36 
37  // check if any vectors are zero length
38  if (!(stan::length(y)
39  && stan::length(alpha)
40  && stan::length(beta)))
41  return 0.0;
42 
43  // set up return value accumulator
44  T_partials_return cdf_log(0.0);
45  check_not_nan(function, "Random variable", y);
46  check_finite(function, "Lower bound parameter", alpha);
47  check_finite(function, "Upper bound parameter", beta);
48  check_greater(function, "Upper bound parameter", beta, alpha);
49  check_consistent_sizes(function,
50  "Random variable", y,
51  "Lower bound parameter", alpha,
52  "Upper bound parameter", beta);
53 
54  VectorView<const T_y> y_vec(y);
55  VectorView<const T_low> alpha_vec(alpha);
56  VectorView<const T_high> beta_vec(beta);
57  size_t N = max_size(y, alpha, beta);
58 
60  operands_and_partials(y, alpha, beta);
61 
62  for (size_t n = 0; n < N; n++) {
63  const T_partials_return y_dbl = value_of(y_vec[n]);
64  if (y_dbl < value_of(alpha_vec[n])
65  || y_dbl > value_of(beta_vec[n]))
67  if (y_dbl == value_of(beta_vec[n]))
68  return operands_and_partials.value(0.0);
69  }
70 
71  for (size_t n = 0; n < N; n++) {
72  const T_partials_return y_dbl = value_of(y_vec[n]);
73  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
74  const T_partials_return beta_dbl = value_of(beta_vec[n]);
75  const T_partials_return b_min_a = beta_dbl - alpha_dbl;
76  const T_partials_return cdf_log_ = (y_dbl - alpha_dbl) / b_min_a;
77 
78  // cdf_log
79  cdf_log += log(cdf_log_);
80 
81  // gradients
83  operands_and_partials.d_x1[n] += 1.0 / b_min_a / cdf_log_;
85  operands_and_partials.d_x2[n] += (y_dbl - beta_dbl) / b_min_a
86  / b_min_a / cdf_log_;
88  operands_and_partials.d_x3[n] -= 1.0 / b_min_a;
89  }
90 
91  return operands_and_partials.value(cdf_log);
92  }
93  }
94 }
95 #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
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
return_type< T_y, T_low, T_high >::type uniform_cdf_log(const T_y &y, const T_low &alpha, const T_high &beta)
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
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.
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.
VectorView< T_return_type, false, true > d_x1
double negative_infinity()
Return negative infinity.
Definition: constants.hpp:132

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