All Classes Namespaces Files Functions Variables Typedefs Enumerator Friends Macros
simplex_free.hpp
Go to the documentation of this file.
#ifndef STAN_MATH_PRIM_MAT_FUN_SIMPLEX_FREE_HPP
#define STAN_MATH_PRIM_MAT_FUN_SIMPLEX_FREE_HPP
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/mat/err/check_simplex.hpp>
#include <stan/math/prim/mat/meta/index_type.hpp>
#include <stan/math/prim/scal/fun/logit.hpp>
#include <cmath>
namespace stan {
namespace math {
template <typename T>
Eigen::Matrix<T, Eigen::Dynamic, 1>
simplex_free(const Eigen::Matrix<T, Eigen::Dynamic, 1>& x) {
using Eigen::Dynamic;
using Eigen::Matrix;
using stan::math::index_type;
using stan::math::logit;
using std::log;
typedef typename index_type<Matrix<T, Dynamic, 1> >::type size_type;
stan::math::check_simplex("stan::math::simplex_free",
"Simplex variable", x);
int Km1 = x.size() - 1;
Eigen::Matrix<T, Eigen::Dynamic, 1> y(Km1);
T stick_len(x(Km1));
for (size_type k = Km1; --k >= 0; ) {
stick_len += x(k);
T z_k(x(k) / stick_len);
y(k) = logit(z_k) + log(Km1 - k);
// note: log(Km1 - k) = logit(1.0 / (Km1 + 1 - k));
}
return y;
}
}
}
#endif
check_simplex.hpp
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
stan::math::size_type
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >::Index size_type
Type for sizes and indexes in an Eigen matrix with double e.
Definition: typedefs.hpp:13
stan::math::index_type
Primary template class for the metaprogram to compute the index type of a container.
Definition: index_type.hpp:19
index_type.hpp
Eigen.hpp
stan::math::logit
fvar< T > logit(const fvar< T > &x)
Definition: logit.hpp:17
stan::math::simplex_free
Eigen::Matrix< T, Eigen::Dynamic, 1 > simplex_free(const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x)
Return an unconstrained vector that when transformed produces the specified simplex.
Definition: simplex_free.hpp:30
stan::math::check_simplex
bool check_simplex(const char *function, const char *name, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
Return true if the specified vector is simplex.
Definition: check_simplex.hpp:41
logit.hpp

[ Stan Home Page ] © 2011–2015, Stan Development Team.