Stan Math Library  2.20.0
reverse mode automatic differentiation
lognormal_lpdf.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_LPDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_LPDF_HPP
3 
13 #include <cmath>
14 
15 namespace stan {
16 namespace math {
17 
18 // LogNormal(y|mu, sigma) [y >= 0; sigma > 0]
19 template <bool propto, typename T_y, typename T_loc, typename T_scale>
21  const T_y& y, const T_loc& mu, const T_scale& sigma) {
22  static const char* function = "lognormal_lpdf";
24  T_partials_return;
25 
26  check_not_nan(function, "Random variable", y);
27  check_nonnegative(function, "Random variable", y);
28  check_finite(function, "Location parameter", mu);
29  check_positive_finite(function, "Scale parameter", sigma);
30  check_consistent_sizes(function, "Random variable", y, "Location parameter",
31  mu, "Scale parameter", sigma);
32  if (size_zero(y, mu, sigma))
33  return 0;
34 
35  T_partials_return logp(0);
36 
37  scalar_seq_view<T_y> y_vec(y);
38  scalar_seq_view<T_loc> mu_vec(mu);
39  scalar_seq_view<T_scale> sigma_vec(sigma);
40  size_t N = max_size(y, mu, sigma);
41 
42  for (size_t n = 0; n < length(y); n++)
43  if (value_of(y_vec[n]) <= 0)
44  return LOG_ZERO;
45 
46  operands_and_partials<T_y, T_loc, T_scale> ops_partials(y, mu, sigma);
47 
48  using std::log;
49 
51  T_scale>
52  log_sigma(length(sigma));
54  for (size_t n = 0; n < length(sigma); n++)
55  log_sigma[n] = log(value_of(sigma_vec[n]));
56  }
57 
59  T_partials_return, T_scale>
60  inv_sigma(length(sigma));
62  T_partials_return, T_scale>
63  inv_sigma_sq(length(sigma));
65  for (size_t n = 0; n < length(sigma); n++)
66  inv_sigma[n] = 1 / value_of(sigma_vec[n]);
67  }
69  for (size_t n = 0; n < length(sigma); n++)
70  inv_sigma_sq[n] = inv_sigma[n] * inv_sigma[n];
71  }
72 
74  T_partials_return, T_y>
75  log_y(length(y));
77  for (size_t n = 0; n < length(y); n++)
78  log_y[n] = log(value_of(y_vec[n]));
79  }
80 
81  VectorBuilder<!is_constant_all<T_y>::value, T_partials_return, T_y> inv_y(
82  length(y));
84  for (size_t n = 0; n < length(y); n++)
85  inv_y[n] = 1 / value_of(y_vec[n]);
86  }
87 
89  logp += N * NEG_LOG_SQRT_TWO_PI;
90 
91  for (size_t n = 0; n < N; n++) {
92  const T_partials_return mu_dbl = value_of(mu_vec[n]);
93 
94  T_partials_return logy_m_mu(0);
96  logy_m_mu = log_y[n] - mu_dbl;
97 
98  T_partials_return logy_m_mu_sq = logy_m_mu * logy_m_mu;
99  T_partials_return logy_m_mu_div_sigma(0);
101  logy_m_mu_div_sigma = logy_m_mu * inv_sigma_sq[n];
102 
104  logp -= log_sigma[n];
106  logp -= log_y[n];
108  logp -= 0.5 * logy_m_mu_sq * inv_sigma_sq[n];
109 
111  ops_partials.edge1_.partials_[n] -= (1 + logy_m_mu_div_sigma) * inv_y[n];
113  ops_partials.edge2_.partials_[n] += logy_m_mu_div_sigma;
115  ops_partials.edge3_.partials_[n]
116  += (logy_m_mu_div_sigma * logy_m_mu - 1) * inv_sigma[n];
117  }
118  return ops_partials.build(logp);
119 }
120 
121 template <typename T_y, typename T_loc, typename T_scale>
123  const T_y& y, const T_loc& mu, const T_scale& sigma) {
124  return lognormal_lpdf<false>(y, mu, sigma);
125 }
126 
127 } // namespace math
128 } // namespace stan
129 #endif
return_type< T_y, T_loc, T_scale >::type lognormal_lpdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
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
const double LOG_ZERO
Definition: constants.hpp:150
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
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
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.
const double NEG_LOG_SQRT_TWO_PI
Definition: constants.hpp:156
VectorBuilder allocates type T1 values to be used as intermediate values.
internal::ops_partials_edge< double, Op2 > edge2_
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.
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_

     [ Stan Home Page ] © 2011–2018, Stan Development Team.