1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BETA_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_BETA_LPDF_HPP 40 template <
bool propto,
typename T_y,
typename T_scale_succ,
41 typename T_scale_fail>
43 const T_y& y,
const T_scale_succ& alpha,
const T_scale_fail&
beta) {
44 static const char*
function =
"beta_lpdf";
54 "First shape parameter", alpha,
55 "Second shape parameter", beta);
64 T_partials_return logp(0);
70 for (
size_t n = 0; n < N; n++) {
71 const T_partials_return y_dbl =
value_of(y_vec[n]);
72 if (y_dbl < 0 || y_dbl > 1)
80 T_partials_return, T_y>
83 T_partials_return, T_y>
86 for (
size_t n = 0; n <
length(y); n++) {
95 lgamma_alpha(
length(alpha));
98 digamma_alpha(
length(alpha));
99 for (
size_t n = 0; n <
length(alpha); n++) {
108 lgamma_beta(
length(beta));
111 digamma_beta(
length(beta));
113 for (
size_t n = 0; n <
length(beta); n++) {
121 T_partials_return, T_scale_succ, T_scale_fail>
122 lgamma_alpha_beta(
max_size(alpha, beta));
125 T_partials_return, T_scale_succ, T_scale_fail>
126 digamma_alpha_beta(
max_size(alpha, beta));
128 for (
size_t n = 0; n <
max_size(alpha, beta); n++) {
129 const T_partials_return alpha_beta
132 lgamma_alpha_beta[n] =
lgamma(alpha_beta);
134 digamma_alpha_beta[n] =
digamma(alpha_beta);
137 for (
size_t n = 0; n < N; n++) {
138 const T_partials_return y_dbl =
value_of(y_vec[n]);
139 const T_partials_return alpha_dbl =
value_of(alpha_vec[n]);
140 const T_partials_return beta_dbl =
value_of(beta_vec[n]);
143 logp += lgamma_alpha_beta[n];
145 logp -= lgamma_alpha[n];
147 logp -= lgamma_beta[n];
149 logp += (alpha_dbl - 1.0) * log_y[n];
151 logp += (beta_dbl - 1.0) * log1m_y[n];
154 ops_partials.
edge1_.partials_[n]
155 += (alpha_dbl - 1) / y_dbl + (beta_dbl - 1) / (y_dbl - 1);
157 ops_partials.
edge2_.partials_[n]
158 += log_y[n] + digamma_alpha_beta[n] - digamma_alpha[n];
160 ops_partials.
edge3_.partials_[n]
161 += log1m_y[n] + digamma_alpha_beta[n] - digamma_beta[n];
163 return ops_partials.
build(logp);
166 template <
typename T_y,
typename T_scale_succ,
typename T_scale_fail>
168 const T_y& y,
const T_scale_succ& alpha,
const T_scale_fail&
beta) {
169 return beta_lpdf<false>(y, alpha,
beta);
void check_less_or_equal(const char *function, const char *name, const T_y &y, const T_high &high)
Check if y is less or equal to high.
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.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...
fvar< T > log(const fvar< T > &x)
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.
bool size_zero(T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
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.
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.
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
return_type< T_y, T_scale_succ, T_scale_fail >::type beta_lpdf(const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
The log of the beta density for the specified scalar(s) given the specified sample size(s)...
boost::math::tools::promote_args< double, typename scalar_type< T >::type, typename return_type< Types_pack... >::type >::type type
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)
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_
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.
fvar< T > log1m(const fvar< T > &x)
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_
fvar< T > digamma(const fvar< T > &x)
Return the derivative of the log gamma function at the specified argument.