Stan Math Library  2.12.0
reverse mode automatic differentiation
bernoulli_log.hpp
Go to the documentation of this file.
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  namespace math {
22 
23  // Bernoulli(n|theta) [0 <= n <= 1; 0 <= theta <= 1]
24  // FIXME: documentation
25  template <bool propto, typename T_n, typename T_prob>
26  typename return_type<T_prob>::type
27  bernoulli_log(const T_n& n,
28  const T_prob& theta) {
29  static const char* function("bernoulli_log");
31  T_partials_return;
32 
33  using std::log;
34 
35  if (!(stan::length(n)
36  && stan::length(theta)))
37  return 0.0;
38 
39  T_partials_return logp(0.0);
40 
41  check_bounded(function, "n", n, 0, 1);
42  check_finite(function, "Probability parameter", theta);
43  check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
44  check_consistent_sizes(function,
45  "Random variable", n,
46  "Probability parameter", theta);
47 
49  return 0.0;
50 
51  VectorView<const T_n> n_vec(n);
52  VectorView<const T_prob> theta_vec(theta);
53  size_t N = max_size(n, theta);
54  OperandsAndPartials<T_prob> operands_and_partials(theta);
55 
56  if (length(theta) == 1) {
57  size_t sum = 0;
58  for (size_t n = 0; n < N; n++) {
59  sum += value_of(n_vec[n]);
60  }
61  const T_partials_return theta_dbl = value_of(theta_vec[0]);
62  // avoid nans when sum == N or sum == 0
63  if (sum == N) {
64  logp += N * log(theta_dbl);
66  operands_and_partials.d_x1[0] += N / theta_dbl;
67  } else if (sum == 0) {
68  logp += N * log1m(theta_dbl);
70  operands_and_partials.d_x1[0] += N / (theta_dbl - 1);
71  } else {
72  const T_partials_return log_theta = log(theta_dbl);
73  const T_partials_return log1m_theta = log1m(theta_dbl);
74 
75  logp += sum * log_theta;
76  logp += (N - sum) * log1m_theta;
77 
79  operands_and_partials.d_x1[0] += sum / theta_dbl;
80  operands_and_partials.d_x1[0] += (N - sum) / (theta_dbl - 1);
81  }
82  }
83  } else {
84  for (size_t n = 0; n < N; n++) {
85  const int n_int = value_of(n_vec[n]);
86  const T_partials_return theta_dbl = value_of(theta_vec[n]);
87 
88  if (n_int == 1)
89  logp += log(theta_dbl);
90  else
91  logp += log1m(theta_dbl);
92 
94  if (n_int == 1)
95  operands_and_partials.d_x1[n] += 1.0 / theta_dbl;
96  else
97  operands_and_partials.d_x1[n] += 1.0 / (theta_dbl - 1);
98  }
99  }
100  }
101  return operands_and_partials.value(logp);
102  }
103 
104  template <typename T_y, typename T_prob>
105  inline
107  bernoulli_log(const T_y& n,
108  const T_prob& theta) {
109  return bernoulli_log<false>(n, theta);
110  }
111 
112  }
113 }
114 #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:14
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:15
VectorView< T_return_type, false, true > d_x1

     [ Stan Home Page ] © 2011–2016, Stan Development Team.