Stan Math Library  2.9.0
reverse mode automatic differentiation
bernoulli_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_HPP
3 
4 #include <boost/random/bernoulli_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
16 
17 namespace stan {
18 
19  namespace math {
20 
21  // Bernoulli CDF
22  template <typename T_n, typename T_prob>
23  typename return_type<T_prob>::type
24  bernoulli_cdf(const T_n& n, const T_prob& theta) {
25  static const char* function("stan::math::bernoulli_cdf");
27  T_partials_return;
28 
33 
34  // Ensure non-zero argument lenghts
35  if (!(stan::length(n) && stan::length(theta)))
36  return 1.0;
37 
38  T_partials_return P(1.0);
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 and gradient
54  OperandsAndPartials<T_prob> operands_and_partials(theta);
55 
56  // Explicit return for extreme values
57  // The gradients are technically ill-defined, but treated as zero
58  for (size_t i = 0; i < stan::length(n); i++) {
59  if (value_of(n_vec[i]) < 0)
60  return operands_and_partials.to_var(0.0, theta);
61  }
62 
63  for (size_t i = 0; i < size; i++) {
64  // Explicit results for extreme values
65  // The gradients are technically ill-defined, but treated as zero
66  if (value_of(n_vec[i]) >= 1)
67  continue;
68 
69  const T_partials_return Pi = 1 - value_of(theta_vec[i]);
70 
71  P *= Pi;
72 
74  operands_and_partials.d_x1[i] += - 1 / Pi;
75  }
76 
78  for (size_t i = 0; i < stan::length(theta); ++i)
79  operands_and_partials.d_x1[i] *= P;
80  }
81  return operands_and_partials.to_var(P, theta);
82  }
83 
84  } // namespace math
85 } // namespace stan
86 #endif
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
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.
return_type< T_prob >::type bernoulli_cdf(const T_n &n, const T_prob &theta)
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
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)
Return the size of the specified standard vector.
Definition: size.hpp:17
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

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