Stan Math Library  2.15.0
reverse mode automatic differentiation
poisson_lpmf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_LPMF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_POISSON_LPMF_HPP
3 
19 #include <boost/random/poisson_distribution.hpp>
20 #include <boost/random/variate_generator.hpp>
21 #include <limits>
22 
23 namespace stan {
24  namespace math {
25 
26  // Poisson(n|lambda) [lambda > 0; n >= 0]
27  template <bool propto, typename T_n, typename T_rate>
29  poisson_lpmf(const T_n& n, const T_rate& lambda) {
31  T_partials_return;
32 
33  static const char* function("poisson_lpmf");
34 
35  if (!(stan::length(n)
36  && stan::length(lambda)))
37  return 0.0;
38 
39  T_partials_return logp(0.0);
40 
41  check_nonnegative(function, "Random variable", n);
42  check_not_nan(function, "Rate parameter", lambda);
43  check_nonnegative(function, "Rate parameter", lambda);
44  check_consistent_sizes(function,
45  "Random variable", n,
46  "Rate parameter", lambda);
47 
49  return 0.0;
50 
52  scalar_seq_view<const T_rate> lambda_vec(lambda);
53  size_t size = max_size(n, lambda);
54 
55  for (size_t i = 0; i < size; i++)
56  if (is_inf(lambda_vec[i]))
57  return LOG_ZERO;
58  for (size_t i = 0; i < size; i++)
59  if (lambda_vec[i] == 0 && n_vec[i] != 0)
60  return LOG_ZERO;
61 
62  OperandsAndPartials<T_rate> operands_and_partials(lambda);
63 
64  for (size_t i = 0; i < size; i++) {
65  if (!(lambda_vec[i] == 0 && n_vec[i] == 0)) {
67  logp -= lgamma(n_vec[i] + 1.0);
69  logp += multiply_log(n_vec[i], value_of(lambda_vec[i]))
70  - value_of(lambda_vec[i]);
71  }
72 
74  operands_and_partials.d_x1[i]
75  += n_vec[i] / value_of(lambda_vec[i]) - 1.0;
76  }
77  return operands_and_partials.value(logp);
78  }
79 
80  template <typename T_n,
81  typename T_rate>
82  inline
84  poisson_lpmf(const T_n& n, const T_rate& lambda) {
85  return poisson_lpmf<false>(n, lambda);
86  }
87 
88  }
89 }
90 #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...
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.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
int is_inf(const fvar< T > &x)
Returns 1 if the input&#39;s value is infinite and 0 otherwise.
Definition: is_inf.hpp:21
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
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_rate >::type poisson_lpmf(const T_n &n, const T_rate &lambda)
VectorView< T_return_type, false, true > d_x1

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