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logistic_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LOG_HPP
3 
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
22 #include <cmath>
23 
24 namespace stan {
25  namespace math {
26 
27  // Logistic(y|mu, sigma) [sigma > 0]
28  // FIXME: document
29  template <bool propto,
30  typename T_y, typename T_loc, typename T_scale>
31  typename return_type<T_y, T_loc, T_scale>::type
32  logistic_log(const T_y& y, const T_loc& mu, const T_scale& sigma) {
33  static const char* function("stan::math::logistic_log");
35  T_partials_return;
36 
42  using std::log;
43  using std::exp;
44 
45  // check if any vectors are zero length
46  if (!(stan::length(y)
47  && stan::length(mu)
48  && stan::length(sigma)))
49  return 0.0;
50 
51  // set up return value accumulator
52  T_partials_return logp(0.0);
53 
54  // validate args (here done over var, which should be OK)
55  check_finite(function, "Random variable", y);
56  check_finite(function, "Location parameter", mu);
57  check_positive_finite(function, "Scale parameter", sigma);
58  check_consistent_sizes(function,
59  "Random variable", y,
60  "Location parameter", mu,
61  "Scale parameter", sigma);
62 
63  // check if no variables are involved and prop-to
65  return 0.0;
66 
67 
68  // set up template expressions wrapping scalars into vector views
70  operands_and_partials(y, mu, sigma);
71 
72  VectorView<const T_y> y_vec(y);
73  VectorView<const T_loc> mu_vec(mu);
74  VectorView<const T_scale> sigma_vec(sigma);
75  size_t N = max_size(y, mu, sigma);
76 
79  T_partials_return, T_scale> log_sigma(length(sigma));
80  for (size_t i = 0; i < length(sigma); i++) {
81  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
83  log_sigma[i] = log(value_of(sigma_vec[i]));
84  }
85 
87  T_partials_return, T_loc, T_scale>
88  exp_mu_div_sigma(max_size(mu, sigma));
90  T_partials_return, T_y, T_scale>
91  exp_y_div_sigma(max_size(y, sigma));
93  for (size_t n = 0; n < max_size(mu, sigma); n++)
94  exp_mu_div_sigma[n] = exp(value_of(mu_vec[n])
95  / value_of(sigma_vec[n]));
96  for (size_t n = 0; n < max_size(y, sigma); n++)
97  exp_y_div_sigma[n] = exp(value_of(y_vec[n])
98  / value_of(sigma_vec[n]));
99  }
100 
101  using stan::math::log1p;
102  for (size_t n = 0; n < N; n++) {
103  const T_partials_return y_dbl = value_of(y_vec[n]);
104  const T_partials_return mu_dbl = value_of(mu_vec[n]);
105 
106  const T_partials_return y_minus_mu = y_dbl - mu_dbl;
107  const T_partials_return y_minus_mu_div_sigma = y_minus_mu
108  * inv_sigma[n];
109  T_partials_return exp_m_y_minus_mu_div_sigma(0);
111  exp_m_y_minus_mu_div_sigma = exp(-y_minus_mu_div_sigma);
112  T_partials_return inv_1p_exp_y_minus_mu_div_sigma(0);
114  inv_1p_exp_y_minus_mu_div_sigma = 1 / (1 + exp(y_minus_mu_div_sigma));
115 
117  logp -= y_minus_mu_div_sigma;
119  logp -= log_sigma[n];
121  logp -= 2.0 * log1p(exp_m_y_minus_mu_div_sigma);
122 
124  operands_and_partials.d_x1[n]
125  += (2 * inv_1p_exp_y_minus_mu_div_sigma - 1) * inv_sigma[n];
127  operands_and_partials.d_x2[n] +=
128  (1 - 2 * exp_mu_div_sigma[n] / (exp_mu_div_sigma[n]
129  + exp_y_div_sigma[n]))
130  * inv_sigma[n];
132  operands_and_partials.d_x3[n] +=
133  ((1 - 2 * inv_1p_exp_y_minus_mu_div_sigma)
134  *y_minus_mu*inv_sigma[n] - 1) * inv_sigma[n];
135  }
136  return operands_and_partials.to_var(logp, y, mu, sigma);
137  }
138 
139  template <typename T_y, typename T_loc, typename T_scale>
140  inline
142  logistic_log(const T_y& y, const T_loc& mu, const T_scale& sigma) {
143  return logistic_log<false>(y, mu, sigma);
144  }
145  }
146 }
147 #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
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
Definition: return_type.hpp:27
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)
Definition: exp.hpp:10
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_loc, T_scale >::type logistic_log(const T_y &y, const T_loc &mu, const T_scale &sigma)
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
fvar< T > log1p(const fvar< T > &x)
Definition: log1p.hpp:16
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_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.

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