Stan Math Library  2.9.0
reverse mode automatic differentiation
uniform_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LOG_HPP
3 
4 #include <boost/random/uniform_real_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
15 #include <cmath>
16 
17 namespace stan {
18 
19  namespace math {
20 
21  // CONTINUOUS, UNIVARIATE DENSITIES
43  template <bool propto,
44  typename T_y, typename T_low, typename T_high>
45  typename return_type<T_y, T_low, T_high>::type
46  uniform_log(const T_y& y, const T_low& alpha, const T_high& beta) {
47  static const char* function("stan::math::uniform_log");
49  T_partials_return;
50 
56  using std::log;
57 
58  // check if any vectors are zero length
59  if (!(stan::length(y)
60  && stan::length(alpha)
61  && stan::length(beta)))
62  return 0.0;
63 
64  // set up return value accumulator
65  T_partials_return logp(0.0);
66  check_not_nan(function, "Random variable", y);
67  check_finite(function, "Lower bound parameter", alpha);
68  check_finite(function, "Upper bound parameter", beta);
69  check_greater(function, "Upper bound parameter", beta, alpha);
70  check_consistent_sizes(function,
71  "Random variable", y,
72  "Lower bound parameter", alpha,
73  "Upper bound parameter", beta);
74 
75  // check if no variables are involved and prop-to
77  return 0.0;
78 
79  VectorView<const T_y> y_vec(y);
80  VectorView<const T_low> alpha_vec(alpha);
81  VectorView<const T_high> beta_vec(beta);
82  size_t N = max_size(y, alpha, beta);
83 
84  for (size_t n = 0; n < N; n++) {
85  const T_partials_return y_dbl = value_of(y_vec[n]);
86  if (y_dbl < value_of(alpha_vec[n])
87  || y_dbl > value_of(beta_vec[n]))
88  return LOG_ZERO;
89  }
90 
92  T_partials_return, T_low, T_high>
93  inv_beta_minus_alpha(max_size(alpha, beta));
94  for (size_t i = 0; i < max_size(alpha, beta); i++)
96  inv_beta_minus_alpha[i]
97  = 1.0 / (value_of(beta_vec[i]) - value_of(alpha_vec[i]));
98 
100  T_partials_return, T_low, T_high>
101  log_beta_minus_alpha(max_size(alpha, beta));
102  for (size_t i = 0; i < max_size(alpha, beta); i++)
104  log_beta_minus_alpha[i]
105  = log(value_of(beta_vec[i]) - value_of(alpha_vec[i]));
106 
108  operands_and_partials(y, alpha, beta);
109  for (size_t n = 0; n < N; n++) {
111  logp -= log_beta_minus_alpha[n];
112 
114  operands_and_partials.d_x2[n] += inv_beta_minus_alpha[n];
116  operands_and_partials.d_x3[n] -= inv_beta_minus_alpha[n];
117  }
118  return operands_and_partials.to_var(logp, y, alpha, beta);
119  }
120 
121  template <typename T_y, typename T_low, typename T_high>
122  inline
124  uniform_log(const T_y& y, const T_low& alpha, const T_high& beta) {
125  return uniform_log<false>(y, alpha, beta);
126  }
127  }
128 }
129 #endif
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.
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)
const double LOG_ZERO
Definition: constants.hpp:175
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
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)
Definition: max_size.hpp:9
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.
return_type< T_y, T_low, T_high >::type uniform_log(const T_y &y, const T_low &alpha, const T_high &beta)
The log of a uniform density for the given y, lower, and upper bound.
Definition: uniform_log.hpp:46
VectorView< T_partials_return, is_vector< T2 >::value, is_constant_struct< T2 >::value > d_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
bool check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Return true if y is strictly greater than low.

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