prob_constrain() [2/3]

template<typename T >

T stan::math::prob_constrain ( const T &  x, T &  lp  )

inline

Return a probability value constrained to fall between 0 and 1 (inclusive) for the specified free scalar and increment the specified log probability reference with the log absolute Jacobian determinant of the transform.

The transform is as defined for prob_constrain(T). The log absolute Jacobian determinant is

The log absolute Jacobian determinant is

\(\log | \frac{d}{dx} \mbox{logit}^{-1}(x) |\)

\(\log ((\mbox{logit}^{-1}(x)) (1 - \mbox{logit}^{-1}(x))\)

\(\log (\mbox{logit}^{-1}(x)) + \log (1 - \mbox{logit}^{-1}(x))\).

Template Parameters

T	type of scalar

Parameters

[in]	x	unconstrained value
[in,out]	lp	log density

Returns

result constrained to fall in (0, 1)

Definition at line 51 of file prob_constrain.hpp.