Stan Math Library  2.15.0
reverse mode automatic differentiation
uniform_lpdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LPDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LPDF_HPP
3 
16 #include <boost/random/uniform_real_distribution.hpp>
17 #include <boost/random/variate_generator.hpp>
18 #include <cmath>
19 
20 namespace stan {
21  namespace math {
22 
44  template <bool propto,
45  typename T_y, typename T_low, typename T_high>
47  uniform_lpdf(const T_y& y, const T_low& alpha, const T_high& beta) {
48  static const char* function("uniform_lpdf");
50  T_partials_return;
51 
52  using std::log;
53 
54  if (!(stan::length(y)
55  && stan::length(alpha)
56  && stan::length(beta)))
57  return 0.0;
58 
59  T_partials_return logp(0.0);
60  check_not_nan(function, "Random variable", y);
61  check_finite(function, "Lower bound parameter", alpha);
62  check_finite(function, "Upper bound parameter", beta);
63  check_greater(function, "Upper bound parameter", beta, alpha);
64  check_consistent_sizes(function,
65  "Random variable", y,
66  "Lower bound parameter", alpha,
67  "Upper bound parameter", beta);
68 
70  return 0.0;
71 
73  scalar_seq_view<const T_low> alpha_vec(alpha);
74  scalar_seq_view<const T_high> beta_vec(beta);
75  size_t N = max_size(y, alpha, beta);
76 
77  for (size_t n = 0; n < N; n++) {
78  const T_partials_return y_dbl = value_of(y_vec[n]);
79  if (y_dbl < value_of(alpha_vec[n])
80  || y_dbl > value_of(beta_vec[n]))
81  return LOG_ZERO;
82  }
83 
85  T_partials_return, T_low, T_high>
86  inv_beta_minus_alpha(max_size(alpha, beta));
87  for (size_t i = 0; i < max_size(alpha, beta); i++)
89  inv_beta_minus_alpha[i]
90  = 1.0 / (value_of(beta_vec[i]) - value_of(alpha_vec[i]));
91 
93  T_partials_return, T_low, T_high>
94  log_beta_minus_alpha(max_size(alpha, beta));
95  for (size_t i = 0; i < max_size(alpha, beta); i++)
97  log_beta_minus_alpha[i]
98  = log(value_of(beta_vec[i]) - value_of(alpha_vec[i]));
99 
101  operands_and_partials(y, alpha, beta);
102  for (size_t n = 0; n < N; n++) {
104  logp -= log_beta_minus_alpha[n];
105 
107  operands_and_partials.d_x2[n] += inv_beta_minus_alpha[n];
109  operands_and_partials.d_x3[n] -= inv_beta_minus_alpha[n];
110  }
111  return operands_and_partials.value(logp);
112  }
113 
114  template <typename T_y, typename T_low, typename T_high>
115  inline
117  uniform_lpdf(const T_y& y, const T_low& alpha, const T_high& beta) {
118  return uniform_lpdf<false>(y, alpha, beta);
119  }
120 
121  }
122 }
123 #endif
VectorView< T_return_type, false, true > d_x2
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
return_type< T_y, T_low, T_high >::type uniform_lpdf(const T_y &y, const T_low &alpha, const T_high &beta)
The log of a uniform density for the given y, lower, and upper bound.
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
const double LOG_ZERO
Definition: constants.hpp:172
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
Definition: return_type.hpp:27
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
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
VectorBuilder allocates type T1 values to be used as intermediate values.
void check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Check if y is strictly greater than low.
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

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