Stan Math Library  2.20.0
reverse mode automatic differentiation
poisson_log_lpmf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_LPMF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_LPMF_HPP
3 
12 #include <cmath>
13 #include <limits>
14 
15 namespace stan {
16 namespace math {
17 
18 // PoissonLog(n|alpha) [n >= 0] = Poisson(n|exp(alpha))
19 template <bool propto, typename T_n, typename T_log_rate>
21  const T_n& n, const T_log_rate& alpha) {
23  T_partials_return;
24 
25  static const char* function = "poisson_log_lpmf";
26 
27  using std::exp;
28 
29  if (size_zero(n, alpha))
30  return 0.0;
31 
32  T_partials_return logp(0.0);
33 
34  check_nonnegative(function, "Random variable", n);
35  check_not_nan(function, "Log rate parameter", alpha);
36  check_consistent_sizes(function, "Random variable", n, "Log rate parameter",
37  alpha);
38 
40  return 0.0;
41 
42  scalar_seq_view<T_n> n_vec(n);
43  scalar_seq_view<T_log_rate> alpha_vec(alpha);
44  size_t size = max_size(n, alpha);
45 
46  // FIXME: first loop size of alpha_vec, second loop if-ed for size==1
47  for (size_t i = 0; i < size; i++)
48  if (std::numeric_limits<double>::infinity() == alpha_vec[i])
49  return LOG_ZERO;
50  for (size_t i = 0; i < size; i++)
51  if (-std::numeric_limits<double>::infinity() == alpha_vec[i]
52  && n_vec[i] != 0)
53  return LOG_ZERO;
54 
55  operands_and_partials<T_log_rate> ops_partials(alpha);
56 
57  // FIXME: cache value_of for alpha_vec? faster if only one?
59  T_log_rate>
60  exp_alpha(length(alpha));
61  for (size_t i = 0; i < length(alpha); i++)
63  exp_alpha[i] = exp(value_of(alpha_vec[i]));
64 
65  for (size_t i = 0; i < size; i++) {
66  if (!(alpha_vec[i] == -std::numeric_limits<double>::infinity()
67  && n_vec[i] == 0)) {
69  logp -= lgamma(n_vec[i] + 1.0);
71  logp += n_vec[i] * value_of(alpha_vec[i]) - exp_alpha[i];
72  }
73 
75  ops_partials.edge1_.partials_[i] += n_vec[i] - exp_alpha[i];
76  }
77  return ops_partials.build(logp);
78 }
79 
80 template <typename T_n, typename T_log_rate>
82  const T_n& n, const T_log_rate& alpha) {
83  return poisson_log_lpmf<false>(n, alpha);
84 }
85 
86 } // namespace math
87 } // namespace stan
88 #endif
boost::math::tools::promote_args< double, typename partials_type< typename scalar_type< T >::type >::type, typename partials_return_type< T_pack... >::type >::type type
fvar< T > lgamma(const fvar< T > &x)
Return the natural logarithm of the gamma function applied to the specified argument.
Definition: lgamma.hpp:21
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
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.
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.
return_type< T_log_rate >::type poisson_log_lpmf(const T_n &n, const T_log_rate &alpha)
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.
VectorBuilder allocates type T1 values to be used as intermediate values.
int size(const std::vector< T > &x)
Return the size of the specified standard vector.
Definition: size.hpp:17
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, Op1 > edge1_

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