1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BETA_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BETA_LOG_HPP
4 #include <boost/math/special_functions/gamma.hpp>
5 #include <boost/random/gamma_distribution.hpp>
6 #include <boost/random/variate_generator.hpp>
49 template <
bool propto,
50 typename T_y,
typename T_scale_succ,
typename T_scale_fail>
51 typename return_type<T_y, T_scale_succ, T_scale_fail>::type
53 const T_scale_succ& alpha,
const T_scale_fail& beta) {
54 static const char*
function(
"stan::math::beta_log");
84 T_partials_return logp(0.0);
92 "First shape parameter", alpha,
93 "Second shape parameter", beta);
104 size_t N =
max_size(y, alpha, beta);
106 for (
size_t n = 0; n < N; n++) {
107 const T_partials_return y_dbl =
value_of(y_vec[n]);
108 if (y_dbl < 0 || y_dbl > 1)
114 operands_and_partials(y, alpha, beta);
117 T_partials_return, T_y>
120 T_partials_return, T_y>
123 for (
size_t n = 0; n <
length(y); n++) {
131 T_partials_return, T_scale_succ>
132 lgamma_alpha(
length(alpha));
134 T_partials_return, T_scale_succ>
135 digamma_alpha(
length(alpha));
136 for (
size_t n = 0; n <
length(alpha); n++) {
144 T_partials_return, T_scale_fail>
145 lgamma_beta(
length(beta));
147 T_partials_return, T_scale_fail>
148 digamma_beta(
length(beta));
150 for (
size_t n = 0; n <
length(beta); n++) {
158 T_partials_return, T_scale_succ, T_scale_fail>
159 lgamma_alpha_beta(
max_size(alpha, beta));
162 T_scale_fail>::value,
163 T_partials_return, T_scale_succ, T_scale_fail>
164 digamma_alpha_beta(
max_size(alpha, beta));
166 for (
size_t n = 0; n <
max_size(alpha, beta); n++) {
167 const T_partials_return alpha_beta =
value_of(alpha_vec[n])
170 lgamma_alpha_beta[n] =
lgamma(alpha_beta);
172 digamma_alpha_beta[n] =
digamma(alpha_beta);
175 for (
size_t n = 0; n < N; n++) {
177 const T_partials_return y_dbl =
value_of(y_vec[n]);
178 const T_partials_return alpha_dbl =
value_of(alpha_vec[n]);
179 const T_partials_return beta_dbl =
value_of(beta_vec[n]);
183 logp += lgamma_alpha_beta[n];
185 logp -= lgamma_alpha[n];
187 logp -= lgamma_beta[n];
189 logp += (alpha_dbl-1.0) * log_y[n];
191 logp += (beta_dbl-1.0) * log1m_y[n];
195 operands_and_partials.
d_x1[n] += (alpha_dbl-1)/y_dbl
196 + (beta_dbl-1)/(y_dbl-1);
198 operands_and_partials.
d_x2[n]
199 += log_y[n] + digamma_alpha_beta[n] - digamma_alpha[n];
201 operands_and_partials.
d_x3[n]
202 += log1m_y[n] + digamma_alpha_beta[n] - digamma_beta[n];
204 return operands_and_partials.
to_var(logp, y, alpha, beta);
207 template <
typename T_y,
typename T_scale_succ,
typename T_scale_fail>
210 const T_scale_fail& beta) {
211 return beta_log<false>(y, alpha, beta);
fvar< T > lgamma(const fvar< T > &x)
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.
return_type< T_y, T_scale_succ, T_scale_fail >::type beta_log(const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
The log of the beta density for the specified scalar(s) given the specified sample size(s)...
fvar< T > log(const fvar< T > &x)
size_t length(const std::vector< T > &x)
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...
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)
bool check_less_or_equal(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is less or equal to high.
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &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.
VectorView< T_partials_return, is_vector< T2 >::value, is_constant_struct< T2 >::value > d_x2
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
VectorView is a template metaprogram that takes its argument and allows it to be used like a vector...
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
fvar< T > log1m(const fvar< T > &x)
fvar< T > digamma(const fvar< T > &x)