Stan Math Library  2.15.0
reverse mode automatic differentiation
bernoulli_lcdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LCDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LCDF_HPP
3 
17 #include <boost/random/bernoulli_distribution.hpp>
18 #include <boost/random/variate_generator.hpp>
19 #include <cmath>
20 
21 namespace stan {
22  namespace math {
23 
36  template <typename T_n, typename T_prob>
38  bernoulli_lcdf(const T_n& n, const T_prob& theta) {
39  static const char* function("bernoulli_lcdf");
41  T_partials_return;
42 
43  if (!(stan::length(n) && stan::length(theta)))
44  return 0.0;
45 
46  T_partials_return P(0.0);
47 
48  check_finite(function, "Probability parameter", theta);
49  check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
50  check_consistent_sizes(function,
51  "Random variable", n,
52  "Probability parameter", theta);
53 
55  scalar_seq_view<const T_prob> theta_vec(theta);
56  size_t size = max_size(n, theta);
57 
58  using std::log;
59  OperandsAndPartials<T_prob> operands_and_partials(theta);
60 
61  // Explicit return for extreme values
62  // The gradients are technically ill-defined, but treated as zero
63  for (size_t i = 0; i < stan::length(n); i++) {
64  if (value_of(n_vec[i]) < 0)
65  return operands_and_partials.value(negative_infinity());
66  }
67 
68  for (size_t i = 0; i < size; i++) {
69  // Explicit results for extreme values
70  // The gradients are technically ill-defined, but treated as zero
71  if (value_of(n_vec[i]) >= 1)
72  continue;
73 
74  const T_partials_return Pi = 1 - value_of(theta_vec[i]);
75 
76  P += log(Pi);
77 
79  operands_and_partials.d_x1[i] -= 1 / Pi;
80  }
81 
82  return operands_and_partials.value(P);
83  }
84 
85  }
86 }
87 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
void check_bounded(const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
Check if the value is between the low and high values, inclusively.
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:14
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
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...
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
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
return_type< T_prob >::type bernoulli_lcdf(const T_n &n, const T_prob &theta)
Returns the log CDF of the Bernoulli distribution.
VectorView< T_return_type, false, true > d_x1
double negative_infinity()
Return negative infinity.
Definition: constants.hpp:130

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