Stan Math Library  2.20.0
reverse mode automatic differentiation
uniform_lcdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LCDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LCDF_HPP
3 
12 #include <cmath>
13 
14 namespace stan {
15 namespace math {
16 
17 template <typename T_y, typename T_low, typename T_high>
19  const T_y& y, const T_low& alpha, const T_high& beta) {
20  static const char* function = "uniform_lcdf";
22  T_partials_return;
23 
24  using std::log;
25 
26  if (size_zero(y, alpha, beta))
27  return 0.0;
28 
29  T_partials_return cdf_log(0.0);
30  check_not_nan(function, "Random variable", y);
31  check_finite(function, "Lower bound parameter", alpha);
32  check_finite(function, "Upper bound parameter", beta);
33  check_greater(function, "Upper bound parameter", beta, alpha);
34  check_consistent_sizes(function, "Random variable", y,
35  "Lower bound parameter", alpha,
36  "Upper bound parameter", beta);
37 
38  scalar_seq_view<T_y> y_vec(y);
39  scalar_seq_view<T_low> alpha_vec(alpha);
40  scalar_seq_view<T_high> beta_vec(beta);
41  size_t N = max_size(y, alpha, beta);
42 
43  operands_and_partials<T_y, T_low, T_high> ops_partials(y, alpha, beta);
44 
45  for (size_t n = 0; n < N; n++) {
46  const T_partials_return y_dbl = value_of(y_vec[n]);
47  if (y_dbl < value_of(alpha_vec[n]) || y_dbl > value_of(beta_vec[n]))
48  return negative_infinity();
49  if (y_dbl == value_of(beta_vec[n]))
50  return ops_partials.build(0.0);
51  }
52 
53  for (size_t n = 0; n < N; n++) {
54  const T_partials_return y_dbl = value_of(y_vec[n]);
55  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
56  const T_partials_return beta_dbl = value_of(beta_vec[n]);
57  const T_partials_return b_min_a = beta_dbl - alpha_dbl;
58  const T_partials_return cdf_log_ = (y_dbl - alpha_dbl) / b_min_a;
59 
60  cdf_log += log(cdf_log_);
61 
63  ops_partials.edge1_.partials_[n] += 1.0 / b_min_a / cdf_log_;
65  ops_partials.edge2_.partials_[n]
66  += (y_dbl - beta_dbl) / b_min_a / b_min_a / cdf_log_;
68  ops_partials.edge3_.partials_[n] -= 1.0 / b_min_a;
69  }
70  return ops_partials.build(cdf_log);
71 }
72 
73 } // namespace math
74 } // namespace stan
75 #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.
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.
return_type< T_y, T_low, T_high >::type uniform_lcdf(const T_y &y, const T_low &alpha, const T_high &beta)
internal::ops_partials_edge< double, Op2 > edge2_
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_
double negative_infinity()
Return negative infinity.
Definition: constants.hpp:115

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