Stan Math Library  2.15.0
reverse mode automatic differentiation
uniform_lcdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LCDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LCDF_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 
23  template <typename T_y, typename T_low, typename T_high>
25  uniform_lcdf(const T_y& y, const T_low& alpha, const T_high& beta) {
26  static const char* function("uniform_lcdf");
28  T_partials_return;
29 
30  using std::log;
31 
32  if (!(stan::length(y)
33  && stan::length(alpha)
34  && stan::length(beta)))
35  return 0.0;
36 
37  T_partials_return cdf_log(0.0);
38  check_not_nan(function, "Random variable", y);
39  check_finite(function, "Lower bound parameter", alpha);
40  check_finite(function, "Upper bound parameter", beta);
41  check_greater(function, "Upper bound parameter", beta, alpha);
42  check_consistent_sizes(function,
43  "Random variable", y,
44  "Lower bound parameter", alpha,
45  "Upper bound parameter", beta);
46 
48  scalar_seq_view<const T_low> alpha_vec(alpha);
49  scalar_seq_view<const T_high> beta_vec(beta);
50  size_t N = max_size(y, alpha, beta);
51 
53  operands_and_partials(y, alpha, beta);
54 
55  for (size_t n = 0; n < N; n++) {
56  const T_partials_return y_dbl = value_of(y_vec[n]);
57  if (y_dbl < value_of(alpha_vec[n])
58  || y_dbl > value_of(beta_vec[n]))
59  return negative_infinity();
60  if (y_dbl == value_of(beta_vec[n]))
61  return operands_and_partials.value(0.0);
62  }
63 
64  for (size_t n = 0; n < N; n++) {
65  const T_partials_return y_dbl = value_of(y_vec[n]);
66  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
67  const T_partials_return beta_dbl = value_of(beta_vec[n]);
68  const T_partials_return b_min_a = beta_dbl - alpha_dbl;
69  const T_partials_return cdf_log_ = (y_dbl - alpha_dbl) / b_min_a;
70 
71  cdf_log += log(cdf_log_);
72 
74  operands_and_partials.d_x1[n] += 1.0 / b_min_a / cdf_log_;
76  operands_and_partials.d_x2[n] += (y_dbl - beta_dbl) / b_min_a
77  / b_min_a / cdf_log_;
79  operands_and_partials.d_x3[n] -= 1.0 / b_min_a;
80  }
81  return operands_and_partials.value(cdf_log);
82  }
83 
84  }
85 }
86 #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.
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...
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
return_type< T_y, T_low, T_high >::type uniform_lcdf(const T_y &y, const T_low &alpha, const T_high &beta)
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
VectorView< T_return_type, false, true > d_x1
double negative_infinity()
Return negative infinity.
Definition: constants.hpp:130

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