1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LOG_HPP
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
28 template <
bool propto,
29 typename T_y,
typename T_loc,
typename T_scale>
30 typename return_type<T_y, T_loc, T_scale>::type
31 logistic_log(
const T_y& y,
const T_loc& mu,
const T_scale& sigma) {
32 static const char*
function(
"logistic_log");
44 T_partials_return logp(0.0);
51 "Location parameter", mu,
52 "Scale parameter", sigma);
58 operands_and_partials(y, mu, sigma);
67 T_partials_return, T_scale> log_sigma(
length(sigma));
68 for (
size_t i = 0; i <
length(sigma); i++) {
69 inv_sigma[i] = 1.0 /
value_of(sigma_vec[i]);
75 T_partials_return, T_loc, T_scale>
76 exp_mu_div_sigma(
max_size(mu, sigma));
78 T_partials_return, T_y, T_scale>
81 for (
size_t n = 0; n <
max_size(mu, sigma); n++)
84 for (
size_t n = 0; n <
max_size(y, sigma); n++)
89 for (
size_t n = 0; n < N; n++) {
90 const T_partials_return y_dbl =
value_of(y_vec[n]);
91 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
93 const T_partials_return y_minus_mu = y_dbl - mu_dbl;
94 const T_partials_return y_minus_mu_div_sigma = y_minus_mu
96 T_partials_return exp_m_y_minus_mu_div_sigma(0);
98 exp_m_y_minus_mu_div_sigma =
exp(-y_minus_mu_div_sigma);
99 T_partials_return inv_1p_exp_y_minus_mu_div_sigma(0);
101 inv_1p_exp_y_minus_mu_div_sigma = 1 / (1 +
exp(y_minus_mu_div_sigma));
104 logp -= y_minus_mu_div_sigma;
106 logp -= log_sigma[n];
108 logp -= 2.0 *
log1p(exp_m_y_minus_mu_div_sigma);
111 operands_and_partials.
d_x1[n]
112 += (2 * inv_1p_exp_y_minus_mu_div_sigma - 1) * inv_sigma[n];
114 operands_and_partials.
d_x2[n] +=
115 (1 - 2 * exp_mu_div_sigma[n] / (exp_mu_div_sigma[n]
116 + exp_y_div_sigma[n]))
119 operands_and_partials.
d_x3[n] +=
120 ((1 - 2 * inv_1p_exp_y_minus_mu_div_sigma)
121 *y_minus_mu*inv_sigma[n] - 1) * inv_sigma[n];
123 return operands_and_partials.
value(logp);
126 template <
typename T_y,
typename T_loc,
typename T_scale>
130 return logistic_log<false>(y, mu, sigma);
VectorView< T_return_type, false, true > d_x2
T value_of(const fvar< T > &v)
Return the value of the specified variable.
fvar< T > log(const fvar< T > &x)
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
size_t length(const std::vector< T > &x)
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
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)
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)
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
VectorBuilder allocates type T1 values to be used as intermediate values.
return_type< T_y, T_loc, T_scale >::type logistic_log(const T_y &y, const T_loc &mu, const T_scale &sigma)
bool check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Return true if the dimension of x1 is consistent with x2.
fvar< T > log1p(const fvar< T > &x)
VectorView is a template expression that is constructed with a container or scalar, which it then allows to be used as an array using operator[].
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
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
VectorView< T_return_type, false, true > d_x1