lub_constrain() [2/19]

template<typename T , typename L , typename U , require_all_kernel_expressions_and_none_scalar_t< T > * = nullptr, require_all_kernel_expressions_t< L, U > * = nullptr>

auto stan::math::lub_constrain ( const T &  x, const L &  lb, const U &  ub, return_type_t< T, L, U > &  lp  )

inline

Return the lower and upper-bounded matrix derived by transforming the specified free matrix given the specified lower and upper bounds.

Specialization for Eigen matrix and matrix bounds plus lp.

Return the lower- and upper-bounded scalar derived by transforming the specified free scalar given the specified lower and upper bounds and increment the specified log density with the log absolute Jacobian determinant.

Overload for Eigen matrix and matrix bounds plus lp.

The transform is the transformed and scaled inverse logit,

\(f(x) = L + (U - L) \mbox{logit}^{-1}(x)\)

Template Parameters

T	matrix expression type
L	lower bound expression type
U	upper bound expression type

Parameters

[in]	x	Free matrix to transform.
[in]	lb	Lower bound
[in]	ub	Upper bound
[in,out]	lp	Log probability scalar reference

Returns

Lower- and upper-bounded matrix derived from transforming the free matrix.

Exceptions

std::domain_error

if ub <= lb

The transform is as defined in lub_constrain(T, double, double). The log absolute Jacobian determinant is given by

\(\log \left| \frac{d}{dx} \left( L + (U-L) \mbox{logit}^{-1}(x) \right) \right|\)

\( {} = \log | (U-L) \, (\mbox{logit}^{-1}(x)) \, (1 - \mbox{logit}^{-1}(x)) |\)

\( {} = \log (U - L) + \log (\mbox{logit}^{-1}(x)) + \log (1 - \mbox{logit}^{-1}(x))\)

Template Parameters

T	Scalar.
L	Scalar.
U	Scalar.

Parameters

[in]	x	Free scalar to transform.
[in]	lb	Lower bound.
[in]	ub	Upper bound.
[in,out]	lp	Log probability scalar reference.

Returns

Lower- and upper-bounded scalar derived from transforming the free scalar.

Exceptions

std::domain_error

if ub <= lb

Definition at line 74 of file lub_constrain.hpp.