Stan Math Library  2.9.0
reverse mode automatic differentiation
bernoulli_log.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_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  // Bernoulli(n|theta) [0 <= n <= 1; 0 <= theta <= 1]
23  // FIXME: documentation
24  template <bool propto, typename T_n, typename T_prob>
25  typename return_type<T_prob>::type
26  bernoulli_log(const T_n& n,
27  const T_prob& theta) {
28  static const char* function("stan::math::bernoulli_log");
30  T_partials_return;
31 
34  using stan::math::log1m;
38  using std::log;
39 
40  // check if any vectors are zero length
41  if (!(stan::length(n)
42  && stan::length(theta)))
43  return 0.0;
44 
45  // set up return value accumulator
46  T_partials_return logp(0.0);
47 
48  // validate args (here done over var, which should be OK)
49  check_bounded(function, "n", n, 0, 1);
50  check_finite(function, "Probability parameter", theta);
51  check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
52  check_consistent_sizes(function,
53  "Random variable", n,
54  "Probability parameter", theta);
55 
56  // check if no variables are involved and prop-to
58  return 0.0;
59 
60  // set up template expressions wrapping scalars into vector views
61  VectorView<const T_n> n_vec(n);
62  VectorView<const T_prob> theta_vec(theta);
63  size_t N = max_size(n, theta);
64  OperandsAndPartials<T_prob> operands_and_partials(theta);
65 
66  if (length(theta) == 1) {
67  size_t sum = 0;
68  for (size_t n = 0; n < N; n++) {
69  sum += value_of(n_vec[n]);
70  }
71  const T_partials_return theta_dbl = value_of(theta_vec[0]);
72  // avoid nans when sum == N or sum == 0
73  if (sum == N) {
74  logp += N * log(theta_dbl);
76  operands_and_partials.d_x1[0] += N / theta_dbl;
77  } else if (sum == 0) {
78  logp += N * log1m(theta_dbl);
80  operands_and_partials.d_x1[0] += N / (theta_dbl - 1);
81  } else {
82  const T_partials_return log_theta = log(theta_dbl);
83  const T_partials_return log1m_theta = log1m(theta_dbl);
84 
85  logp += sum * log_theta;
86  logp += (N - sum) * log1m_theta;
87 
88  // gradient
90  operands_and_partials.d_x1[0] += sum / theta_dbl;
91  operands_and_partials.d_x1[0] += (N - sum) / (theta_dbl - 1);
92  }
93  }
94  } else {
95  for (size_t n = 0; n < N; n++) {
96  // pull out values of arguments
97  const int n_int = value_of(n_vec[n]);
98  const T_partials_return theta_dbl = value_of(theta_vec[n]);
99 
100  if (n_int == 1)
101  logp += log(theta_dbl);
102  else
103  logp += log1m(theta_dbl);
104 
105  // gradient
107  if (n_int == 1)
108  operands_and_partials.d_x1[n] += 1.0 / theta_dbl;
109  else
110  operands_and_partials.d_x1[n] += 1.0 / (theta_dbl - 1);
111  }
112  }
113  }
114  return operands_and_partials.to_var(logp, theta);
115  }
116 
117  template <typename T_y, typename T_prob>
118  inline
120  bernoulli_log(const T_y& n,
121  const T_prob& theta) {
122  return bernoulli_log<false>(n, theta);
123  }
124  } // namespace math
125 } // namespace stan
126 #endif
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
Definition: sum.hpp:20
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...
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...
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
return_type< T_prob >::type bernoulli_log(const T_n &n, const T_prob &theta)
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
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
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:16

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