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bernoulli_logit_log.hpp
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#ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOGIT_LOG_HPP
#define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOGIT_LOG_HPP
#include <boost/random/bernoulli_distribution.hpp>
#include <boost/random/variate_generator.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 <cmath>
namespace stan {
namespace math {
// Bernoulli(n|inv_logit(theta)) [0 <= n <= 1; -inf <= theta <= inf]
// FIXME: documentation
template <bool propto, typename T_n, typename T_prob>
typename return_type<T_prob>::type
bernoulli_logit_log(const T_n& n, const T_prob& theta) {
static const char* function("stan::math::bernoulli_logit_log");
typedef typename stan::partials_return_type<T_n, T_prob>::type
T_partials_return;
using stan::is_constant_struct;
using stan::math::check_not_nan;
using stan::math::check_bounded;
using stan::math::value_of;
using stan::math::check_consistent_sizes;
using stan::math::include_summand;
using stan::math::log1p;
using stan::math::inv_logit;
using std::exp;
// check if any vectors are zero length
if (!(stan::length(n)
&& stan::length(theta)))
return 0.0;
// set up return value accumulator
T_partials_return logp(0.0);
// validate args (here done over var, which should be OK)
check_bounded(function, "n", n, 0, 1);
check_not_nan(function, "Logit transformed probability parameter", theta);
check_consistent_sizes(function,
"Random variable", n,
"Probability parameter", theta);
// check if no variables are involved and prop-to
if (!include_summand<propto, T_prob>::value)
return 0.0;
// set up template expressions wrapping scalars into vector views
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);
for (size_t n = 0; n < N; n++) {
// pull out values of arguments
const int n_int = value_of(n_vec[n]);
const T_partials_return theta_dbl = value_of(theta_vec[n]);
// reusable subexpression values
const int sign = 2*n_int-1;
const T_partials_return ntheta = sign * theta_dbl;
const T_partials_return exp_m_ntheta = exp(-ntheta);
// Handle extreme values gracefully using Taylor approximations.
static const double cutoff = 20.0;
if (ntheta > cutoff)
logp -= exp_m_ntheta;
else if (ntheta < -cutoff)
logp += ntheta;
else
logp -= log1p(exp_m_ntheta);
// gradients
if (!is_constant_struct<T_prob>::value) {
static const double cutoff = 20.0;
if (ntheta > cutoff)
operands_and_partials.d_x1[n] -= exp_m_ntheta;
else if (ntheta < -cutoff)
operands_and_partials.d_x1[n] += sign;
else
operands_and_partials.d_x1[n] += sign * exp_m_ntheta
/ (exp_m_ntheta + 1);
}
}
return operands_and_partials.to_var(logp, theta);
}
template <typename T_n,
typename T_prob>
inline
typename return_type<T_prob>::type
bernoulli_logit_log(const T_n& n,
const T_prob& theta) {
return bernoulli_logit_log<false>(n, theta);
}
} // namespace math
} // namespace stan
#endif
check_not_nan.hpp
stan::math::check_not_nan
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
Definition: check_not_nan.hpp:63
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::sign
int sign(const T &z)
Definition: sign.hpp:9
stan::math::inv_logit
fvar< T > inv_logit(const fvar< T > &x)
Definition: inv_logit.hpp:15
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
stan::math::check_bounded
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.
Definition: check_bounded.hpp:95
stan::math::bernoulli_logit_log
return_type< T_prob >::type bernoulli_logit_log(const T_n &n, const T_prob &theta)
Definition: bernoulli_logit_log.hpp:26
stan::math::OperandsAndPartials::to_var
T_return_type to_var(T_partials_return logp, const T1 &x1=0, const T2 &x2=0, const T3 &x3=0, const T4 &x4=0, const T5 &x5=0, const T6 &x6=0)
Definition: OperandsAndPartials.hpp:322
stan::math::include_summand
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
Definition: include_summand.hpp:36
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::math::OperandsAndPartials::d_x1
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
Definition: OperandsAndPartials.hpp:253
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:16
stan::math::exp
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
stan::math::OperandsAndPartials
A variable implementation that stores operands and derivatives with respect to the variable...
Definition: OperandsAndPartials.hpp:238
OperandsAndPartials.hpp
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
log1m.hpp
check_bounded.hpp
constants.hpp
stan::math::check_consistent_sizes
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.
Definition: check_consistent_sizes.hpp:31
check_finite.hpp
stan::math::log1p
fvar< T > log1p(const fvar< T > &x)
Definition: log1p.hpp:16
value_of.hpp
inv_logit.hpp
stan::VectorView
VectorView is a template metaprogram that takes its argument and allows it to be used like a vector...
Definition: VectorView.hpp:41
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

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