Stan Math Library  2.6.3
probability, sampling & optimization
 All Classes Namespaces Files Functions Variables Typedefs Enumerator Friends Macros
bernoulli_ccdf_log.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CCDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CCDF_LOG_HPP
3 
4 #include <boost/random/bernoulli_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
16 #include <cmath>
17 
18 namespace stan {
19 
20  namespace math {
21 
22  template <typename T_n, typename T_prob>
23  typename return_type<T_prob>::type
24  bernoulli_ccdf_log(const T_n& n, const T_prob& theta) {
25  static const char* function("stan::math::bernoulli_ccdf_log");
27  T_partials_return;
28 
33 
34  // Ensure non-zero argument lenghts
35  if (!(stan::length(n) && stan::length(theta)))
36  return 0.0;
37 
38  T_partials_return P(0.0);
39 
40  // Validate arguments
41  check_finite(function, "Probability parameter", theta);
42  check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
43  check_consistent_sizes(function,
44  "Random variable", n,
45  "Probability parameter", theta);
46 
47  // set up template expressions wrapping scalars into vector views
48  VectorView<const T_n> n_vec(n);
49  VectorView<const T_prob> theta_vec(theta);
50  size_t size = max_size(n, theta);
51 
52  // Compute vectorized cdf_log and gradient
54  using std::log;
55  OperandsAndPartials<T_prob> operands_and_partials(theta);
56 
57  // Explicit return for extreme values
58  // The gradients are technically ill-defined, but treated as zero
59  for (size_t i = 0; i < stan::length(n); i++) {
60  if (value_of(n_vec[i]) < 0)
61  return operands_and_partials.to_var(0.0, theta);
62  }
63 
64  for (size_t i = 0; i < size; i++) {
65  // Explicit results for extreme values
66  // The gradients are technically ill-defined, but treated as zero
67  if (value_of(n_vec[i]) >= 1) {
68  return operands_and_partials.to_var(stan::math::negative_infinity(),
69  theta);
70  } else {
71  const T_partials_return Pi = value_of(theta_vec[i]);
72 
73  P += log(Pi);
74 
76  operands_and_partials.d_x1[i] += 1 / Pi;
77  }
78  }
79 
80  return operands_and_partials.to_var(P, theta);
81  }
82  }
83 }
84 #endif
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:15
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.
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)
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
return_type< T_prob >::type bernoulli_ccdf_log(const T_n &n, const T_prob &theta)
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
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.
int size(const std::vector< T > &x)
Definition: size.hpp:11
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 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
double negative_infinity()
Return negative infinity.
Definition: constants.hpp:132

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