Stan Math Library  2.20.0
reverse mode automatic differentiation
logistic_lccdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LCCDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_LCCDF_HPP
3 
13 #include <cmath>
14 #include <limits>
15 
16 namespace stan {
17 namespace math {
18 
19 template <typename T_y, typename T_loc, typename T_scale>
21  const T_y& y, const T_loc& mu, const T_scale& sigma) {
23  T_partials_return;
24 
25  if (size_zero(y, mu, sigma))
26  return 0.0;
27 
28  static const char* function = "logistic_lccdf";
29 
30  using std::exp;
31  using std::log;
32 
33  T_partials_return P(0.0);
34 
35  check_not_nan(function, "Random variable", y);
36  check_finite(function, "Location parameter", mu);
37  check_positive_finite(function, "Scale parameter", sigma);
38  check_consistent_sizes(function, "Random variable", y, "Location parameter",
39  mu, "Scale parameter", sigma);
40 
41  scalar_seq_view<T_y> y_vec(y);
42  scalar_seq_view<T_loc> mu_vec(mu);
43  scalar_seq_view<T_scale> sigma_vec(sigma);
44  size_t N = max_size(y, mu, sigma);
45 
46  operands_and_partials<T_y, T_loc, T_scale> ops_partials(y, mu, sigma);
47 
48  // Explicit return for extreme values
49  // The gradients are technically ill-defined, but treated as zero
50  for (size_t i = 0; i < stan::length(y); i++) {
51  if (value_of(y_vec[i]) == -std::numeric_limits<double>::infinity())
52  return ops_partials.build(0.0);
53  }
54 
55  for (size_t n = 0; n < N; n++) {
56  // Explicit results for extreme values
57  // The gradients are technically ill-defined, but treated as zero
58  if (value_of(y_vec[n]) == std::numeric_limits<double>::infinity()) {
59  return ops_partials.build(negative_infinity());
60  }
61 
62  const T_partials_return y_dbl = value_of(y_vec[n]);
63  const T_partials_return mu_dbl = value_of(mu_vec[n]);
64  const T_partials_return sigma_dbl = value_of(sigma_vec[n]);
65  const T_partials_return sigma_inv_vec = 1.0 / value_of(sigma_vec[n]);
66 
67  const T_partials_return Pn
68  = 1.0 - 1.0 / (1.0 + exp(-(y_dbl - mu_dbl) * sigma_inv_vec));
69  P += log(Pn);
70 
72  ops_partials.edge1_.partials_[n]
73  -= exp(logistic_log(y_dbl, mu_dbl, sigma_dbl)) / Pn;
75  ops_partials.edge2_.partials_[n]
76  -= -exp(logistic_log(y_dbl, mu_dbl, sigma_dbl)) / Pn;
78  ops_partials.edge3_.partials_[n]
79  -= -(y_dbl - mu_dbl) * sigma_inv_vec
80  * exp(logistic_log(y_dbl, mu_dbl, sigma_dbl)) / Pn;
81  }
82  return ops_partials.build(P);
83 }
84 
85 } // namespace math
86 } // namespace stan
87 #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
return_type< T_y, T_loc, T_scale >::type logistic_lccdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
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.
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_
double negative_infinity()
Return negative infinity.
Definition: constants.hpp:115

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