1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOGIT_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOGIT_LOG_HPP
4 #include <boost/random/bernoulli_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
24 template <
bool propto,
typename T_n,
typename T_prob>
25 typename return_type<T_prob>::type
27 static const char*
function(
"stan::math::bernoulli_logit_log");
47 T_partials_return logp(0.0);
51 check_not_nan(
function,
"Logit transformed probability parameter", theta);
54 "Probability parameter", theta);
66 for (
size_t n = 0; n < N; n++) {
68 const int n_int =
value_of(n_vec[n]);
69 const T_partials_return theta_dbl =
value_of(theta_vec[n]);
72 const int sign = 2*n_int-1;
73 const T_partials_return ntheta = sign * theta_dbl;
74 const T_partials_return exp_m_ntheta =
exp(-ntheta);
77 static const double cutoff = 20.0;
80 else if (ntheta < -cutoff)
83 logp -=
log1p(exp_m_ntheta);
87 static const double cutoff = 20.0;
89 operands_and_partials.
d_x1[n] -= exp_m_ntheta;
90 else if (ntheta < -cutoff)
91 operands_and_partials.
d_x1[n] +=
sign;
93 operands_and_partials.
d_x1[n] += sign * exp_m_ntheta
97 return operands_and_partials.
to_var(logp, theta);
100 template <
typename T_n,
105 const T_prob& theta) {
106 return bernoulli_logit_log<false>(n, theta);
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.
fvar< T > inv_logit(const fvar< T > &x)
size_t length(const std::vector< T > &x)
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_logit_log(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...
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
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...
fvar< T > exp(const fvar< T > &x)
A variable implementation that stores operands and derivatives with respect to the variable...
size_t max_size(const T1 &x1, const T2 &x2)
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.
fvar< T > log1p(const fvar< T > &x)
VectorView is a template metaprogram that takes its argument and allows it to be used like a vector...
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