Stan Math Library  2.9.0
reverse mode automatic differentiation
uniform_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_HPP
3 
4 #include <boost/random/uniform_real_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
15 
16 namespace stan {
17 
18  namespace math {
19 
20  template <typename T_y, typename T_low, typename T_high>
21  typename return_type<T_y, T_low, T_high>::type
22  uniform_cdf(const T_y& y, const T_low& alpha, const T_high& beta) {
23  static const char* function("stan::math::uniform_cdf");
25  T_partials_return;
26 
32 
33  // check if any vectors are zero length
34  if (!(stan::length(y)
35  && stan::length(alpha)
36  && stan::length(beta)))
37  return 1.0;
38 
39  // set up return value accumulator
40  T_partials_return cdf(1.0);
41  check_not_nan(function, "Random variable", y);
42  check_finite(function, "Lower bound parameter", alpha);
43  check_finite(function, "Upper bound parameter", beta);
44  check_greater(function, "Upper bound parameter", beta, alpha);
45  check_consistent_sizes(function,
46  "Random variable", y,
47  "Lower bound parameter", alpha,
48  "Upper bound parameter", beta);
49 
50  VectorView<const T_y> y_vec(y);
51  VectorView<const T_low> alpha_vec(alpha);
52  VectorView<const T_high> beta_vec(beta);
53  size_t N = max_size(y, alpha, beta);
54 
55  for (size_t n = 0; n < N; n++) {
56  const T_partials_return y_dbl = value_of(y_vec[n]);
57  if (y_dbl < value_of(alpha_vec[n])
58  || y_dbl > value_of(beta_vec[n]))
59  return 0.0;
60  }
61 
63  operands_and_partials(y, alpha, beta);
64  for (size_t n = 0; n < N; n++) {
65  const T_partials_return y_dbl = value_of(y_vec[n]);
66  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
67  const T_partials_return beta_dbl = value_of(beta_vec[n]);
68  const T_partials_return b_min_a = beta_dbl - alpha_dbl;
69  const T_partials_return cdf_ = (y_dbl - alpha_dbl) / b_min_a;
70 
71  // cdf
72  cdf *= cdf_;
73 
74  // gradients
76  operands_and_partials.d_x1[n] += 1.0 / b_min_a / cdf_;
78  operands_and_partials.d_x2[n] += (y_dbl - beta_dbl) / b_min_a
79  / b_min_a / cdf_;
81  operands_and_partials.d_x3[n] -= 1.0 / b_min_a;
82  }
83 
85  for (size_t n = 0; n < stan::length(y); ++n)
86  operands_and_partials.d_x1[n] *= cdf;
87  }
89  for (size_t n = 0; n < stan::length(alpha); ++n)
90  operands_and_partials.d_x2[n] *= cdf;
91  }
93  for (size_t n = 0; n < stan::length(beta); ++n)
94  operands_and_partials.d_x3[n] *= cdf;
95  }
96 
97  return operands_and_partials.to_var(cdf, y, alpha, beta);
98  }
99  }
100 }
101 #endif
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
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)
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
VectorView< T_partials_return, is_vector< T3 >::value, is_constant_struct< T3 >::value > d_x3
A variable implementation that stores operands and derivatives with respect to the variable...
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.
return_type< T_y, T_low, T_high >::type uniform_cdf(const T_y &y, const T_low &alpha, const T_high &beta)
Definition: uniform_cdf.hpp:22
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< T_partials_return, is_vector< T2 >::value, is_constant_struct< T2 >::value > d_x2
VectorView is a template metaprogram that takes its argument and allows it to be used like a vector...
Definition: VectorView.hpp:41
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
bool check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Return true if y is strictly greater than low.

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