Stan Math Library  2.11.0
reverse mode automatic differentiation
uniform_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_HPP
3 
15 #include <boost/random/uniform_real_distribution.hpp>
16 #include <boost/random/variate_generator.hpp>
17 
18 namespace stan {
19 
20  namespace math {
21 
22  template <typename T_y, typename T_low, typename T_high>
23  typename return_type<T_y, T_low, T_high>::type
24  uniform_cdf(const T_y& y, const T_low& alpha, const T_high& beta) {
25  static const char* function("stan::math::uniform_cdf");
27  T_partials_return;
28 
34 
35  // check if any vectors are zero length
36  if (!(stan::length(y)
37  && stan::length(alpha)
38  && stan::length(beta)))
39  return 1.0;
40 
41  // set up return value accumulator
42  T_partials_return cdf(1.0);
43  check_not_nan(function, "Random variable", y);
44  check_finite(function, "Lower bound parameter", alpha);
45  check_finite(function, "Upper bound parameter", beta);
46  check_greater(function, "Upper bound parameter", beta, alpha);
47  check_consistent_sizes(function,
48  "Random variable", y,
49  "Lower bound parameter", alpha,
50  "Upper bound parameter", beta);
51 
52  VectorView<const T_y> y_vec(y);
53  VectorView<const T_low> alpha_vec(alpha);
54  VectorView<const T_high> beta_vec(beta);
55  size_t N = max_size(y, alpha, beta);
56 
57  for (size_t n = 0; n < N; n++) {
58  const T_partials_return y_dbl = value_of(y_vec[n]);
59  if (y_dbl < value_of(alpha_vec[n])
60  || y_dbl > value_of(beta_vec[n]))
61  return 0.0;
62  }
63 
65  operands_and_partials(y, alpha, beta);
66  for (size_t n = 0; n < N; n++) {
67  const T_partials_return y_dbl = value_of(y_vec[n]);
68  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
69  const T_partials_return beta_dbl = value_of(beta_vec[n]);
70  const T_partials_return b_min_a = beta_dbl - alpha_dbl;
71  const T_partials_return cdf_ = (y_dbl - alpha_dbl) / b_min_a;
72 
73  // cdf
74  cdf *= cdf_;
75 
76  // gradients
78  operands_and_partials.d_x1[n] += 1.0 / b_min_a / cdf_;
80  operands_and_partials.d_x2[n] += (y_dbl - beta_dbl) / b_min_a
81  / b_min_a / cdf_;
83  operands_and_partials.d_x3[n] -= 1.0 / b_min_a;
84  }
85 
87  for (size_t n = 0; n < stan::length(y); ++n)
88  operands_and_partials.d_x1[n] *= cdf;
89  }
91  for (size_t n = 0; n < stan::length(alpha); ++n)
92  operands_and_partials.d_x2[n] *= cdf;
93  }
95  for (size_t n = 0; n < stan::length(beta); ++n)
96  operands_and_partials.d_x3[n] *= cdf;
97  }
98 
99  return operands_and_partials.value(cdf);
100  }
101  }
102 }
103 #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
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
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
return_type< T_y, T_low, T_high >::type uniform_cdf(const T_y &y, const T_low &alpha, const T_high &beta)
Definition: uniform_cdf.hpp:24
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

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