bernoulli_log.hpp
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#ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOG_HPP
#define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOG_HPP
#include <stan/math/prim/scal/meta/is_constant_struct.hpp>
#include <stan/math/prim/scal/meta/partials_return_type.hpp>
#include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
#include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
#include <stan/math/prim/scal/err/check_bounded.hpp>
#include <stan/math/prim/scal/err/check_finite.hpp>
#include <stan/math/prim/scal/err/check_not_nan.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/fun/inv_logit.hpp>
#include <stan/math/prim/scal/fun/log1m.hpp>
#include <stan/math/prim/scal/fun/value_of.hpp>
#include <stan/math/prim/scal/meta/include_summand.hpp>
#include <boost/random/bernoulli_distribution.hpp>
#include <boost/random/variate_generator.hpp>
#include <cmath>
namespace stan {
namespace math {
// Bernoulli(n|theta) [0 <= n <= 1; 0 <= theta <= 1]
// FIXME: documentation
template <bool propto, typename T_n, typename T_prob>
typename return_type<T_prob>::type
bernoulli_log(const T_n& n,
const T_prob& theta) {
static const char* function("bernoulli_log");
typedef typename stan::partials_return_type<T_n, T_prob>::type
T_partials_return;
using std::log;
if (!(stan::length(n)
&& stan::length(theta)))
return 0.0;
T_partials_return logp(0.0);
check_bounded(function, "n", n, 0, 1);
check_finite(function, "Probability parameter", theta);
check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
check_consistent_sizes(function,
"Random variable", n,
"Probability parameter", theta);
if (!include_summand<propto, T_prob>::value)
return 0.0;
VectorView<const T_n> n_vec(n);
VectorView<const T_prob> theta_vec(theta);
size_t N = max_size(n, theta);
OperandsAndPartials<T_prob> operands_and_partials(theta);
if (length(theta) == 1) {
size_t sum = 0;
for (size_t n = 0; n < N; n++) {
sum += value_of(n_vec[n]);
}
const T_partials_return theta_dbl = value_of(theta_vec[0]);
// avoid nans when sum == N or sum == 0
if (sum == N) {
logp += N * log(theta_dbl);
if (!is_constant_struct<T_prob>::value)
operands_and_partials.d_x1[0] += N / theta_dbl;
} else if (sum == 0) {
logp += N * log1m(theta_dbl);
if (!is_constant_struct<T_prob>::value)
operands_and_partials.d_x1[0] += N / (theta_dbl - 1);
} else {
const T_partials_return log_theta = log(theta_dbl);
const T_partials_return log1m_theta = log1m(theta_dbl);
logp += sum * log_theta;
logp += (N - sum) * log1m_theta;
if (!is_constant_struct<T_prob>::value) {
operands_and_partials.d_x1[0] += sum / theta_dbl;
operands_and_partials.d_x1[0] += (N - sum) / (theta_dbl - 1);
}
}
} else {
for (size_t n = 0; n < N; n++) {
const int n_int = value_of(n_vec[n]);
const T_partials_return theta_dbl = value_of(theta_vec[n]);
if (n_int == 1)
logp += log(theta_dbl);
else
logp += log1m(theta_dbl);
if (!is_constant_struct<T_prob>::value) {
if (n_int == 1)
operands_and_partials.d_x1[n] += 1.0 / theta_dbl;
else
operands_and_partials.d_x1[n] += 1.0 / (theta_dbl - 1);
}
}
}
return operands_and_partials.value(logp);
}
template <typename T_y, typename T_prob>
inline
typename return_type<T_prob>::type
bernoulli_log(const T_y& n,
const T_prob& theta) {
return bernoulli_log<false>(n, theta);
}
}
}
#endif
check_not_nan.hpp
stan::math::sum
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
Definition: sum.hpp:20
stan::math::check_finite
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
Definition: check_finite.hpp:57
stan::math::check_bounded
void check_bounded(const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
Check if the value is between the low and high values, inclusively.
Definition: check_bounded.hpp:90
stan
Definition: log_sum_exp.hpp:8
stan::math::value_of
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
stan::math::OperandsAndPartials::value
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
Definition: OperandsAndPartials.hpp:67
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
is_constant_struct.hpp
stan::math::include_summand
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
Definition: include_summand.hpp:35
stan::return_type::type
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
include_summand.hpp
stan::is_constant_struct
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
Definition: is_constant_struct.hpp:13
stan::math::OperandsAndPartials
This class builds partial derivatives with respect to a set of operands.
Definition: OperandsAndPartials.hpp:37
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
stan::math::bernoulli_log
return_type< T_prob >::type bernoulli_log(const T_n &n, const T_prob &theta)
Definition: bernoulli_log.hpp:27
log1m.hpp
partials_return_type.hpp
OperandsAndPartials.hpp
check_bounded.hpp
constants.hpp
check_finite.hpp
value_of.hpp
inv_logit.hpp
stan::VectorView
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
stan::math::check_consistent_sizes
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
Definition: check_consistent_sizes.hpp:30
stan::partials_return_type::type
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
Definition: partials_return_type.hpp:26
check_consistent_sizes.hpp
stan::math::log1m
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:13
stan::math::OperandsAndPartials::d_x1
VectorView< T_return_type, false, true > d_x1
Definition: OperandsAndPartials.hpp:38

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