Stan Math Library  2.11.0
reverse mode automatic differentiation
neg_binomial_2_log_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_2_LOG_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_2_LOG_LOG_HPP
3 
21 #include <boost/math/special_functions/digamma.hpp>
22 #include <boost/random/negative_binomial_distribution.hpp>
23 #include <boost/random/variate_generator.hpp>
24 #include <cmath>
25 
26 namespace stan {
27 
28  namespace math {
29 
30  // NegBinomial(n|eta, phi) [phi > 0; n >= 0]
31  template <bool propto,
32  typename T_n,
33  typename T_log_location, typename T_precision>
34  typename return_type<T_log_location, T_precision>::type
35  neg_binomial_2_log_log(const T_n& n,
36  const T_log_location& eta,
37  const T_precision& phi) {
38  typedef typename stan::partials_return_type<T_n, T_log_location,
39  T_precision>::type
40  T_partials_return;
41 
42  static const char* function("stan::prob::neg_binomial_2_log_log");
43 
50 
51  // check if any vectors are zero length
52  if (!(stan::length(n)
53  && stan::length(eta)
54  && stan::length(phi)))
55  return 0.0;
56 
57  T_partials_return logp(0.0);
58  check_nonnegative(function, "Failures variable", n);
59  check_finite(function, "Log location parameter", eta);
60  check_positive_finite(function, "Precision parameter", phi);
61  check_consistent_sizes(function,
62  "Failures variable", n,
63  "Log location parameter", eta,
64  "Precision parameter", phi);
65 
66  // check if no variables are involved and prop-to
68  return 0.0;
69 
72  using stan::math::digamma;
73  using stan::math::lgamma;
74  using std::exp;
75  using std::log;
76 
77  // set up template expressions wrapping scalars into vector views
78  VectorView<const T_n> n_vec(n);
80  VectorView<const T_precision> phi_vec(phi);
81  size_t size = max_size(n, eta, phi);
82 
84  operands_and_partials(eta, phi);
85 
86  size_t len_ep = max_size(eta, phi);
87  size_t len_np = max_size(n, phi);
88 
90  for (size_t i = 0, size = length(eta); i < size; ++i)
91  eta__[i] = value_of(eta_vec[i]);
92 
94  for (size_t i = 0, size = length(phi); i < size; ++i)
95  phi__[i] = value_of(phi_vec[i]);
96 
97 
99  log_phi(length(phi));
100  for (size_t i = 0, size = length(phi); i < size; ++i)
101  log_phi[i] = log(phi__[i]);
102 
104  logsumexp_eta_logphi(len_ep);
105  for (size_t i = 0; i < len_ep; ++i)
106  logsumexp_eta_logphi[i] = log_sum_exp(eta__[i], log_phi[i]);
107 
109  n_plus_phi(len_np);
110  for (size_t i = 0; i < len_np; ++i)
111  n_plus_phi[i] = n_vec[i] + phi__[i];
112 
113  for (size_t i = 0; i < size; i++) {
115  logp -= lgamma(n_vec[i] + 1.0);
117  logp += multiply_log(phi__[i], phi__[i]) - lgamma(phi__[i]);
119  logp -= (n_plus_phi[i])*logsumexp_eta_logphi[i];
121  logp += n_vec[i]*eta__[i];
123  logp += lgamma(n_plus_phi[i]);
124 
126  operands_and_partials.d_x1[i]
127  += n_vec[i] - n_plus_phi[i]
128  / (phi__[i]/exp(eta__[i]) + 1.0);
130  operands_and_partials.d_x2[i]
131  += 1.0 - n_plus_phi[i]/(exp(eta__[i]) + phi__[i])
132  + log_phi[i] - logsumexp_eta_logphi[i] - digamma(phi__[i])
133  + digamma(n_plus_phi[i]);
134  }
135  return operands_and_partials.value(logp);
136  }
137 
138  template <typename T_n,
139  typename T_log_location, typename T_precision>
140  inline
143  const T_log_location& eta,
144  const T_precision& phi) {
145  return neg_binomial_2_log_log<false>(n, eta, phi);
146  }
147  }
148 }
149 #endif
VectorView< T_return_type, false, true > d_x2
fvar< T > lgamma(const fvar< T > &x)
Definition: lgamma.hpp:15
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
return_type< T_log_location, T_precision >::type neg_binomial_2_log_log(const T_n &n, const T_log_location &eta, const T_precision &phi)
fvar< T > log_sum_exp(const std::vector< fvar< T > > &v)
Definition: log_sum_exp.hpp:14
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
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
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
VectorBuilder allocates type T1 values to be used as intermediate values.
int size(const std::vector< T > &x)
Return the size of the specified standard vector.
Definition: size.hpp:17
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.
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
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
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
fvar< T > digamma(const fvar< T > &x)
Definition: digamma.hpp:16

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