Stan Math Library  2.15.0
reverse mode automatic differentiation
poisson_log_lpmf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_LPMF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_LPMF_HPP
3 
19 #include <boost/random/poisson_distribution.hpp>
20 #include <boost/random/variate_generator.hpp>
21 #include <cmath>
22 #include <limits>
23 
24 namespace stan {
25  namespace math {
26 
27  // PoissonLog(n|alpha) [n >= 0] = Poisson(n|exp(alpha))
28  template <bool propto,
29  typename T_n, typename T_log_rate>
31  poisson_log_lpmf(const T_n& n, const T_log_rate& alpha) {
33  T_partials_return;
34 
35  static const char* function("poisson_log_lpmf");
36 
37  using std::exp;
38 
39  if (!(stan::length(n)
40  && stan::length(alpha)))
41  return 0.0;
42 
43  T_partials_return logp(0.0);
44 
45  check_nonnegative(function, "Random variable", n);
46  check_not_nan(function, "Log rate parameter", alpha);
47  check_consistent_sizes(function,
48  "Random variable", n,
49  "Log rate parameter", alpha);
50 
52  return 0.0;
53 
55  scalar_seq_view<const T_log_rate> alpha_vec(alpha);
56  size_t size = max_size(n, alpha);
57 
58  // FIXME: first loop size of alpha_vec, second loop if-ed for size==1
59  for (size_t i = 0; i < size; i++)
60  if (std::numeric_limits<double>::infinity() == alpha_vec[i])
61  return LOG_ZERO;
62  for (size_t i = 0; i < size; i++)
63  if (-std::numeric_limits<double>::infinity() == alpha_vec[i]
64  && n_vec[i] != 0)
65  return LOG_ZERO;
66 
67  OperandsAndPartials<T_log_rate> operands_and_partials(alpha);
68 
69  // FIXME: cache value_of for alpha_vec? faster if only one?
71  T_partials_return, T_log_rate>
72  exp_alpha(length(alpha));
73  for (size_t i = 0; i < length(alpha); i++)
75  exp_alpha[i] = exp(value_of(alpha_vec[i]));
76 
77  for (size_t i = 0; i < size; i++) {
78  if (!(alpha_vec[i] == -std::numeric_limits<double>::infinity()
79  && n_vec[i] == 0)) {
81  logp -= lgamma(n_vec[i] + 1.0);
83  logp += n_vec[i] * value_of(alpha_vec[i]) - exp_alpha[i];
84  }
85 
87  operands_and_partials.d_x1[i] += n_vec[i] - exp_alpha[i];
88  }
89  return operands_and_partials.value(logp);
90  }
91 
92  template <typename T_n,
93  typename T_log_rate>
94  inline
96  poisson_log_lpmf(const T_n& n, const T_log_rate& alpha) {
97  return poisson_log_lpmf<false>(n, alpha);
98  }
99 
100  }
101 }
102 #endif
fvar< T > lgamma(const fvar< T > &x)
Return the natural logarithm of the gamma function applied to the specified argument.
Definition: lgamma.hpp:20
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.
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
const double LOG_ZERO
Definition: constants.hpp:172
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
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...
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
return_type< T_log_rate >::type poisson_log_lpmf(const T_n &n, const T_log_rate &alpha)
This class builds partial derivatives with respect to a set of operands.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder allocates type T1 values to be used as intermediate values.
int size(const std::vector< T > &x)
Return the size of the specified standard vector.
Definition: size.hpp:17
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
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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