Stan Math Library  2.20.0
reverse mode automatic differentiation
logistic_lcdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LCDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LCDF_HPP
3 
12 #include <cmath>
13 #include <limits>
14 
15 namespace stan {
16 namespace math {
17 
18 template <typename T_y, typename T_loc, typename T_scale>
20  const T_y& y, const T_loc& mu, const T_scale& sigma) {
22  T_partials_return;
23 
24  if (size_zero(y, mu, sigma))
25  return 0.0;
26 
27  static const char* function = "logistic_lcdf";
28 
29  using std::exp;
30  using std::log;
31 
32  T_partials_return P(0.0);
33 
34  check_not_nan(function, "Random variable", y);
35  check_finite(function, "Location parameter", mu);
36  check_positive_finite(function, "Scale parameter", sigma);
37  check_consistent_sizes(function, "Random variable", y, "Location parameter",
38  mu, "Scale parameter", sigma);
39 
40  scalar_seq_view<T_y> y_vec(y);
41  scalar_seq_view<T_loc> mu_vec(mu);
42  scalar_seq_view<T_scale> sigma_vec(sigma);
43  size_t N = max_size(y, mu, sigma);
44 
45  operands_and_partials<T_y, T_loc, T_scale> ops_partials(y, mu, sigma);
46 
47  // Explicit return for extreme values
48  // The gradients are technically ill-defined, but treated as zero
49  for (size_t i = 0; i < stan::length(y); i++) {
50  if (value_of(y_vec[i]) == -std::numeric_limits<double>::infinity())
51  return ops_partials.build(-std::numeric_limits<double>::infinity());
52  }
53 
54  for (size_t n = 0; n < N; n++) {
55  // Explicit results for extreme values
56  // The gradients are technically ill-defined, but treated as zero
57  if (value_of(y_vec[n]) == std::numeric_limits<double>::infinity()) {
58  continue;
59  }
60 
61  const T_partials_return y_dbl = value_of(y_vec[n]);
62  const T_partials_return mu_dbl = value_of(mu_vec[n]);
63  const T_partials_return sigma_dbl = value_of(sigma_vec[n]);
64  const T_partials_return sigma_inv_vec = 1.0 / value_of(sigma_vec[n]);
65 
66  const T_partials_return Pn
67  = 1.0 / (1.0 + exp(-(y_dbl - mu_dbl) * sigma_inv_vec));
68  P += log(Pn);
69 
71  ops_partials.edge1_.partials_[n]
72  += exp(logistic_log(y_dbl, mu_dbl, sigma_dbl)) / Pn;
74  ops_partials.edge2_.partials_[n]
75  += -exp(logistic_log(y_dbl, mu_dbl, sigma_dbl)) / Pn;
77  ops_partials.edge3_.partials_[n]
78  += -(y_dbl - mu_dbl) * sigma_inv_vec
79  * exp(logistic_log(y_dbl, mu_dbl, sigma_dbl)) / Pn;
80  }
81  return ops_partials.build(P);
82 }
83 
84 } // namespace math
85 } // namespace stan
86 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
boost::math::tools::promote_args< double, typename partials_type< typename scalar_type< T >::type >::type, typename partials_return_type< T_pack... >::type >::type type
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:17
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...
Definition: conjunction.hpp:14
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:12
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
This template builds partial derivatives with respect to a set of operands.
size_t length(const std::vector< T > &x)
Returns the length of the provided std::vector.
Definition: length.hpp:16
bool size_zero(T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
Definition: size_zero.hpp:18
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
boost::math::tools::promote_args< double, typename scalar_type< T >::type, typename return_type< Types_pack... >::type >::type type
Definition: return_type.hpp:36
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:11
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
T_return_type build(double value)
Build the node to be stored on the autodiff graph.
internal::ops_partials_edge< double, Op2 > edge2_
return_type< T_y, T_loc, T_scale >::type logistic_log(const T_y &y, const T_loc &mu, const T_scale &sigma)
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
return_type< T_y, T_loc, T_scale >::type logistic_lcdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_

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