Stan Math Library  2.11.0
reverse mode automatic differentiation
bernoulli_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOG_HPP
3 
16 #include <boost/random/bernoulli_distribution.hpp>
17 #include <boost/random/variate_generator.hpp>
18 #include <cmath>
19 
20 namespace stan {
21 
22  namespace math {
23 
24  // Bernoulli(n|theta) [0 <= n <= 1; 0 <= theta <= 1]
25  // FIXME: documentation
26  template <bool propto, typename T_n, typename T_prob>
27  typename return_type<T_prob>::type
28  bernoulli_log(const T_n& n,
29  const T_prob& theta) {
30  static const char* function("stan::math::bernoulli_log");
32  T_partials_return;
33 
36  using stan::math::log1m;
40  using std::log;
41 
42  // check if any vectors are zero length
43  if (!(stan::length(n)
44  && stan::length(theta)))
45  return 0.0;
46 
47  // set up return value accumulator
48  T_partials_return logp(0.0);
49 
50  // validate args (here done over var, which should be OK)
51  check_bounded(function, "n", n, 0, 1);
52  check_finite(function, "Probability parameter", theta);
53  check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
54  check_consistent_sizes(function,
55  "Random variable", n,
56  "Probability parameter", theta);
57 
58  // check if no variables are involved and prop-to
60  return 0.0;
61 
62  // set up template expressions wrapping scalars into vector views
63  VectorView<const T_n> n_vec(n);
64  VectorView<const T_prob> theta_vec(theta);
65  size_t N = max_size(n, theta);
66  OperandsAndPartials<T_prob> operands_and_partials(theta);
67 
68  if (length(theta) == 1) {
69  size_t sum = 0;
70  for (size_t n = 0; n < N; n++) {
71  sum += value_of(n_vec[n]);
72  }
73  const T_partials_return theta_dbl = value_of(theta_vec[0]);
74  // avoid nans when sum == N or sum == 0
75  if (sum == N) {
76  logp += N * log(theta_dbl);
78  operands_and_partials.d_x1[0] += N / theta_dbl;
79  } else if (sum == 0) {
80  logp += N * log1m(theta_dbl);
82  operands_and_partials.d_x1[0] += N / (theta_dbl - 1);
83  } else {
84  const T_partials_return log_theta = log(theta_dbl);
85  const T_partials_return log1m_theta = log1m(theta_dbl);
86 
87  logp += sum * log_theta;
88  logp += (N - sum) * log1m_theta;
89 
90  // gradient
92  operands_and_partials.d_x1[0] += sum / theta_dbl;
93  operands_and_partials.d_x1[0] += (N - sum) / (theta_dbl - 1);
94  }
95  }
96  } else {
97  for (size_t n = 0; n < N; n++) {
98  // pull out values of arguments
99  const int n_int = value_of(n_vec[n]);
100  const T_partials_return theta_dbl = value_of(theta_vec[n]);
101 
102  if (n_int == 1)
103  logp += log(theta_dbl);
104  else
105  logp += log1m(theta_dbl);
106 
107  // gradient
109  if (n_int == 1)
110  operands_and_partials.d_x1[n] += 1.0 / theta_dbl;
111  else
112  operands_and_partials.d_x1[n] += 1.0 / (theta_dbl - 1);
113  }
114  }
115  }
116  return operands_and_partials.value(logp);
117  }
118 
119  template <typename T_y, typename T_prob>
120  inline
122  bernoulli_log(const T_y& n,
123  const T_prob& theta) {
124  return bernoulli_log<false>(n, theta);
125  }
126  } // namespace math
127 } // namespace stan
128 #endif
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
Definition: sum.hpp:20
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:15
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)
Definition: length.hpp:10
bool check_bounded(const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
Return true if the value is between the low and high values, inclusively.
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...
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
return_type< T_prob >::type bernoulli_log(const T_n &n, const T_prob &theta)
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
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.
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[].
Definition: VectorView.hpp:48
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
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:16
VectorView< T_return_type, false, true > d_x1

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