Stan Math Library  2.20.0
reverse mode automatic differentiation
uniform_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_HPP
3 
11 
12 namespace stan {
13 namespace math {
14 
15 template <typename T_y, typename T_low, typename T_high>
17  const T_low& alpha,
18  const T_high& beta) {
19  static const char* function = "uniform_cdf";
21  T_partials_return;
22 
23  if (size_zero(y, alpha, beta))
24  return 1.0;
25 
26  T_partials_return cdf(1.0);
27  check_not_nan(function, "Random variable", y);
28  check_finite(function, "Lower bound parameter", alpha);
29  check_finite(function, "Upper bound parameter", beta);
30  check_greater(function, "Upper bound parameter", beta, alpha);
31  check_consistent_sizes(function, "Random variable", y,
32  "Lower bound parameter", alpha,
33  "Upper bound parameter", beta);
34 
35  scalar_seq_view<T_y> y_vec(y);
36  scalar_seq_view<T_low> alpha_vec(alpha);
37  scalar_seq_view<T_high> beta_vec(beta);
38  size_t N = max_size(y, alpha, beta);
39 
40  for (size_t n = 0; n < N; n++) {
41  const T_partials_return y_dbl = value_of(y_vec[n]);
42  if (y_dbl < value_of(alpha_vec[n]) || y_dbl > value_of(beta_vec[n]))
43  return 0.0;
44  }
45 
46  operands_and_partials<T_y, T_low, T_high> ops_partials(y, alpha, beta);
47  for (size_t n = 0; n < N; n++) {
48  const T_partials_return y_dbl = value_of(y_vec[n]);
49  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
50  const T_partials_return beta_dbl = value_of(beta_vec[n]);
51  const T_partials_return b_min_a = beta_dbl - alpha_dbl;
52  const T_partials_return cdf_ = (y_dbl - alpha_dbl) / b_min_a;
53 
54  cdf *= cdf_;
55 
57  ops_partials.edge1_.partials_[n] += 1.0 / b_min_a / cdf_;
59  ops_partials.edge2_.partials_[n]
60  += (y_dbl - beta_dbl) / b_min_a / b_min_a / cdf_;
62  ops_partials.edge3_.partials_[n] -= 1.0 / b_min_a;
63  }
64 
66  for (size_t n = 0; n < stan::length(y); ++n)
67  ops_partials.edge1_.partials_[n] *= cdf;
68  }
70  for (size_t n = 0; n < stan::length(alpha); ++n)
71  ops_partials.edge2_.partials_[n] *= cdf;
72  }
74  for (size_t n = 0; n < stan::length(beta); ++n)
75  ops_partials.edge3_.partials_[n] *= cdf;
76  }
77 
78  return ops_partials.build(cdf);
79 }
80 
81 } // namespace math
82 } // namespace stan
83 #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
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
fvar< T > beta(const fvar< T > &x1, const fvar< T > &x2)
Return fvar with the beta function applied to the specified arguments and its gradient.
Definition: beta.hpp:51
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.
internal::ops_partials_edge< double, Op2 > edge2_
return_type< T_y, T_low, T_high >::type uniform_cdf(const T_y &y, const T_low &alpha, const T_high &beta)
Definition: uniform_cdf.hpp:16
void check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Check if y is strictly greater than low.
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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