1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BETA_PROPORTION_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_BETA_PROPORTION_LPDF_HPP 42 template <
bool propto,
typename T_y,
typename T_loc,
typename T_prec>
44 const T_y& y,
const T_loc& mu,
const T_prec& kappa) {
45 static const char*
function =
"beta_proportion_lpdf";
57 mu,
"Precision parameter", kappa);
62 T_partials_return logp(0);
68 size_t N_mukappa =
max_size(mu, kappa);
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)
79 T_partials_return, T_y>
82 T_partials_return, T_y>
85 for (
size_t n = 0; n <
length(y); n++) {
93 T_partials_return, T_loc, T_prec>
94 lgamma_mukappa(N_mukappa);
96 T_partials_return, T_loc, T_prec>
97 lgamma_kappa_mukappa(N_mukappa);
100 digamma_mukappa(N_mukappa);
103 digamma_kappa_mukappa(N_mukappa);
105 for (
size_t n = 0; n < N_mukappa; n++) {
106 const T_partials_return mukappa_dbl
108 const T_partials_return kappa_mukappa_dbl
109 =
value_of(kappa_vec[n]) - mukappa_dbl;
112 lgamma_mukappa[n] =
lgamma(mukappa_dbl);
113 lgamma_kappa_mukappa[n] =
lgamma(kappa_mukappa_dbl);
117 digamma_mukappa[n] =
digamma(mukappa_dbl);
118 digamma_kappa_mukappa[n] =
digamma(kappa_mukappa_dbl);
124 lgamma_kappa(
length(kappa));
126 digamma_kappa(
length(kappa));
128 for (
size_t n = 0; n <
length(kappa); n++) {
136 for (
size_t n = 0; n < N; n++) {
137 const T_partials_return y_dbl =
value_of(y_vec[n]);
138 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
139 const T_partials_return kappa_dbl =
value_of(kappa_vec[n]);
142 logp += lgamma_kappa[n];
144 logp -= lgamma_mukappa[n] + lgamma_kappa_mukappa[n];
146 const T_partials_return mukappa_dbl = mu_dbl * kappa_dbl;
147 logp += (mukappa_dbl - 1) * log_y[n]
148 + (kappa_dbl - mukappa_dbl - 1) * log1m_y[n];
152 const T_partials_return mukappa_dbl = mu_dbl * kappa_dbl;
153 ops_partials.
edge1_.partials_[n]
154 += (mukappa_dbl - 1) / y_dbl
155 + (kappa_dbl - mukappa_dbl - 1) / (y_dbl - 1);
158 ops_partials.
edge2_.partials_[n]
160 * (digamma_kappa_mukappa[n] - digamma_mukappa[n] + log_y[n]
163 ops_partials.
edge3_.partials_[n]
164 += digamma_kappa[n] + mu_dbl * (log_y[n] - digamma_mukappa[n])
165 + (1 - mu_dbl) * (log1m_y[n] - digamma_kappa_mukappa[n]);
167 return ops_partials.
build(logp);
170 template <
typename T_y,
typename T_loc,
typename T_prec>
172 const T_y& y,
const T_loc& mu,
const T_prec& kappa) {
173 return beta_proportion_lpdf<false>(y, mu, kappa);
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.
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
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_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
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.
return_type< T_y, T_loc, T_prec >::type beta_proportion_lpdf(const T_y &y, const T_loc &mu, const T_prec &kappa)
The log of the beta density for specified y, location, and precision: beta_proportion_lpdf(y | mu...