Stan Math Library  2.20.0
reverse mode automatic differentiation
logistic_lpdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LPDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LPDF_HPP
3 
11 #include <cmath>
12 
13 namespace stan {
14 namespace math {
15 
16 // Logistic(y|mu, sigma) [sigma > 0]
17 template <bool propto, typename T_y, typename T_loc, typename T_scale>
19  const T_y& y, const T_loc& mu, const T_scale& sigma) {
20  static const char* function = "logistic_lpdf";
22  T_partials_return;
23 
24  using std::exp;
25  using std::log;
26 
27  if (size_zero(y, mu, sigma))
28  return 0.0;
29 
30  T_partials_return logp(0.0);
31 
32  check_finite(function, "Random variable", y);
33  check_finite(function, "Location parameter", mu);
34  check_positive_finite(function, "Scale parameter", sigma);
35  check_consistent_sizes(function, "Random variable", y, "Location parameter",
36  mu, "Scale parameter", sigma);
37 
39  return 0.0;
40 
41  operands_and_partials<T_y, T_loc, T_scale> ops_partials(y, mu, sigma);
42 
43  scalar_seq_view<T_y> y_vec(y);
44  scalar_seq_view<T_loc> mu_vec(mu);
45  scalar_seq_view<T_scale> sigma_vec(sigma);
46  size_t N = max_size(y, mu, sigma);
47 
50  T_scale>
51  log_sigma(length(sigma));
52  for (size_t i = 0; i < length(sigma); i++) {
53  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
55  log_sigma[i] = log(value_of(sigma_vec[i]));
56  }
57 
58  VectorBuilder<!is_constant_all<T_loc>::value, T_partials_return, T_loc,
59  T_scale>
60  exp_mu_div_sigma(max_size(mu, sigma));
61  VectorBuilder<!is_constant_all<T_loc>::value, T_partials_return, T_y, T_scale>
62  exp_y_div_sigma(max_size(y, sigma));
64  for (size_t n = 0; n < max_size(mu, sigma); n++)
65  exp_mu_div_sigma[n] = exp(value_of(mu_vec[n]) / value_of(sigma_vec[n]));
66  for (size_t n = 0; n < max_size(y, sigma); n++)
67  exp_y_div_sigma[n] = exp(value_of(y_vec[n]) / value_of(sigma_vec[n]));
68  }
69 
70  for (size_t n = 0; n < N; n++) {
71  const T_partials_return y_dbl = value_of(y_vec[n]);
72  const T_partials_return mu_dbl = value_of(mu_vec[n]);
73 
74  const T_partials_return y_minus_mu = y_dbl - mu_dbl;
75  const T_partials_return y_minus_mu_div_sigma = y_minus_mu * inv_sigma[n];
76  T_partials_return exp_m_y_minus_mu_div_sigma(0);
78  exp_m_y_minus_mu_div_sigma = exp(-y_minus_mu_div_sigma);
79  T_partials_return inv_1p_exp_y_minus_mu_div_sigma(0);
81  inv_1p_exp_y_minus_mu_div_sigma = 1 / (1 + exp(y_minus_mu_div_sigma));
82 
84  logp -= y_minus_mu_div_sigma;
86  logp -= log_sigma[n];
88  logp -= 2.0 * log1p(exp_m_y_minus_mu_div_sigma);
89 
91  ops_partials.edge1_.partials_[n]
92  += (2 * inv_1p_exp_y_minus_mu_div_sigma - 1) * inv_sigma[n];
94  ops_partials.edge2_.partials_[n]
95  += (1
96  - 2 * exp_mu_div_sigma[n]
97  / (exp_mu_div_sigma[n] + exp_y_div_sigma[n]))
98  * inv_sigma[n];
100  ops_partials.edge3_.partials_[n]
101  += ((1 - 2 * inv_1p_exp_y_minus_mu_div_sigma) * y_minus_mu
102  * inv_sigma[n]
103  - 1)
104  * inv_sigma[n];
105  }
106  return ops_partials.build(logp);
107 }
108 
109 template <typename T_y, typename T_loc, typename T_scale>
111  const T_y& y, const T_loc& mu, const T_scale& sigma) {
112  return logistic_lpdf<false>(y, mu, sigma);
113 }
114 
115 } // namespace math
116 } // namespace stan
117 #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
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
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
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
return_type< T_y, T_loc, T_scale >::type logistic_lpdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
T_return_type build(double value)
Build the node to be stored on the autodiff graph.
VectorBuilder allocates type T1 values to be used as intermediate values.
internal::ops_partials_edge< double, Op2 > edge2_
fvar< T > log1p(const fvar< T > &x)
Definition: log1p.hpp:12
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_

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