Stan Math Library  2.10.0
reverse mode automatic differentiation
bernoulli_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_HPP
3 
16 #include <boost/random/bernoulli_distribution.hpp>
17 #include <boost/random/variate_generator.hpp>
18 
19 namespace stan {
20 
21  namespace math {
22 
23  // Bernoulli CDF
24  template <typename T_n, typename T_prob>
25  typename return_type<T_prob>::type
26  bernoulli_cdf(const T_n& n, const T_prob& theta) {
27  static const char* function("stan::math::bernoulli_cdf");
29  T_partials_return;
30 
35 
36  // Ensure non-zero argument lenghts
37  if (!(stan::length(n) && stan::length(theta)))
38  return 1.0;
39 
40  T_partials_return P(1.0);
41 
42  // Validate arguments
43  check_finite(function, "Probability parameter", theta);
44  check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
45  check_consistent_sizes(function,
46  "Random variable", n,
47  "Probability parameter", theta);
48 
49  // set up template expressions wrapping scalars into vector views
50  VectorView<const T_n> n_vec(n);
51  VectorView<const T_prob> theta_vec(theta);
52  size_t size = max_size(n, theta);
53 
54  // Compute vectorized CDF and gradient
56  OperandsAndPartials<T_prob> operands_and_partials(theta);
57 
58  // Explicit return for extreme values
59  // The gradients are technically ill-defined, but treated as zero
60  for (size_t i = 0; i < stan::length(n); i++) {
61  if (value_of(n_vec[i]) < 0)
62  return operands_and_partials.value(0.0);
63  }
64 
65  for (size_t i = 0; i < size; i++) {
66  // Explicit results for extreme values
67  // The gradients are technically ill-defined, but treated as zero
68  if (value_of(n_vec[i]) >= 1)
69  continue;
70 
71  const T_partials_return Pi = 1 - value_of(theta_vec[i]);
72 
73  P *= Pi;
74 
76  operands_and_partials.d_x1[i] += - 1 / Pi;
77  }
78 
80  for (size_t i = 0; i < stan::length(theta); ++i)
81  operands_and_partials.d_x1[i] *= P;
82  }
83  return operands_and_partials.value(P);
84  }
85 
86  } // namespace math
87 } // namespace stan
88 #endif
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
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.
return_type< T_prob >::type bernoulli_cdf(const T_n &n, const T_prob &theta)
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
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
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
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.
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
VectorView< T_return_type, false, true > d_x1

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