1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOGIT_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOGIT_LOG_HPP
16 #include <boost/random/bernoulli_distribution.hpp>
17 #include <boost/random/variate_generator.hpp>
26 template <
bool propto,
typename T_n,
typename T_prob>
27 typename return_type<T_prob>::type
29 static const char*
function(
"stan::math::bernoulli_logit_log");
49 T_partials_return logp(0.0);
53 check_not_nan(
function,
"Logit transformed probability parameter", theta);
56 "Probability parameter", theta);
68 for (
size_t n = 0; n < N; n++) {
70 const int n_int =
value_of(n_vec[n]);
71 const T_partials_return theta_dbl =
value_of(theta_vec[n]);
74 const int sign = 2*n_int-1;
75 const T_partials_return ntheta = sign * theta_dbl;
76 const T_partials_return exp_m_ntheta =
exp(-ntheta);
79 static const double cutoff = 20.0;
82 else if (ntheta < -cutoff)
85 logp -=
log1p(exp_m_ntheta);
89 static const double cutoff = 20.0;
91 operands_and_partials.
d_x1[n] -= exp_m_ntheta;
92 else if (ntheta < -cutoff)
93 operands_and_partials.
d_x1[n] +=
sign;
95 operands_and_partials.
d_x1[n] += sign * exp_m_ntheta
99 return operands_and_partials.
value(logp);
102 template <
typename T_n,
107 const T_prob& theta) {
108 return bernoulli_logit_log<false>(n, theta);
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.
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
fvar< T > inv_logit(const fvar< T > &x)
size_t length(const std::vector< T > &x)
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.
return_type< T_prob >::type bernoulli_logit_log(const T_n &n, const T_prob &theta)
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
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
fvar< T > exp(const fvar< T > &x)
This class builds partial derivatives with respect to a set of operands.
size_t max_size(const T1 &x1, const T2 &x2)
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.
fvar< T > log1p(const fvar< T > &x)
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[].
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