Stan Math Library  2.15.0
reverse mode automatic differentiation
bernoulli_logit_lpmf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOGIT_LPMF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOGIT_LPMF_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 <bool propto, typename T_n, typename T_prob>
38  bernoulli_logit_lpmf(const T_n& n, const T_prob& theta) {
39  static const char* function("bernoulli_logit_lpmf");
41  T_partials_return;
42 
44  using std::exp;
45 
46  if (!(stan::length(n)
47  && stan::length(theta)))
48  return 0.0;
49 
50  T_partials_return logp(0.0);
51 
52  check_bounded(function, "n", n, 0, 1);
53  check_not_nan(function, "Logit transformed probability parameter", theta);
54  check_consistent_sizes(function,
55  "Random variable", n,
56  "Probability parameter", theta);
57 
59  return 0.0;
60 
62  scalar_seq_view<const T_prob> theta_vec(theta);
63  size_t N = max_size(n, theta);
64  OperandsAndPartials<T_prob> operands_and_partials(theta);
65 
66  for (size_t n = 0; n < N; n++) {
67  const int n_int = value_of(n_vec[n]);
68  const T_partials_return theta_dbl = value_of(theta_vec[n]);
69 
70  const int sign = 2*n_int-1;
71  const T_partials_return ntheta = sign * theta_dbl;
72  const T_partials_return exp_m_ntheta = exp(-ntheta);
73 
74  // Handle extreme values gracefully using Taylor approximations.
75  static const double cutoff = 20.0;
76  if (ntheta > cutoff)
77  logp -= exp_m_ntheta;
78  else if (ntheta < -cutoff)
79  logp += ntheta;
80  else
81  logp -= log1p(exp_m_ntheta);
82 
84  static const double cutoff = 20.0;
85  if (ntheta > cutoff)
86  operands_and_partials.d_x1[n] -= exp_m_ntheta;
87  else if (ntheta < -cutoff)
88  operands_and_partials.d_x1[n] += sign;
89  else
90  operands_and_partials.d_x1[n] += sign * exp_m_ntheta
91  / (exp_m_ntheta + 1);
92  }
93  }
94  return operands_and_partials.value(logp);
95  }
96 
97  template <typename T_n,
98  typename T_prob>
99  inline
101  bernoulli_logit_lpmf(const T_n& n,
102  const T_prob& theta) {
103  return bernoulli_logit_lpmf<false>(n, theta);
104  }
105 
106  }
107 }
108 #endif
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
int sign(const T &z)
Definition: sign.hpp:9
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
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...
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.
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
fvar< T > log1p(const fvar< T > &x)
Definition: log1p.hpp:11
return_type< T_prob >::type bernoulli_logit_lpmf(const T_n &n, const T_prob &theta)
Returns the log PMF of the logit-parametrized Bernoulli distribution.
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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