Automatic Differentiation
 
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uniform_lcdf.hpp
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1#ifndef STAN_MATH_PRIM_PROB_UNIFORM_LCDF_HPP
2#define STAN_MATH_PRIM_PROB_UNIFORM_LCDF_HPP
3
17#include <cmath>
18
19namespace stan {
20namespace math {
21
22template <typename T_y, typename T_low, typename T_high,
24 T_y, T_low, T_high>* = nullptr>
25return_type_t<T_y, T_low, T_high> uniform_lcdf(const T_y& y, const T_low& alpha,
26 const T_high& beta) {
27 using T_partials_return = partials_return_t<T_y, T_low, T_high>;
28 using T_y_ref = ref_type_if_not_constant_t<T_y>;
29 using T_alpha_ref = ref_type_if_not_constant_t<T_low>;
30 using T_beta_ref = ref_type_if_not_constant_t<T_high>;
31 static constexpr const char* function = "uniform_lcdf";
32 check_consistent_sizes(function, "Random variable", y,
33 "Lower bound parameter", alpha,
34 "Upper bound parameter", beta);
35 T_y_ref y_ref = y;
36 T_alpha_ref alpha_ref = alpha;
37 T_beta_ref beta_ref = beta;
38
39 decltype(auto) y_val = to_ref(as_value_column_array_or_scalar(y_ref));
40 decltype(auto) alpha_val = to_ref(as_value_column_array_or_scalar(alpha_ref));
41 decltype(auto) beta_val = to_ref(as_value_column_array_or_scalar(beta_ref));
42
43 check_not_nan(function, "Random variable", y_val);
44 check_finite(function, "Lower bound parameter", alpha_val);
45 check_finite(function, "Upper bound parameter", beta_val);
46 check_greater(function, "Upper bound parameter", beta_val, alpha_val);
47
48 if (size_zero(y, alpha, beta)) {
49 return 0;
50 }
51
52 if (sum(promote_scalar<int>(y_val < alpha_val))
53 || sum(promote_scalar<int>(beta_val < y_val))) {
54 return negative_infinity();
55 }
56
57 auto ops_partials = make_partials_propagator(y_ref, alpha_ref, beta_ref);
58
59 const auto& b_minus_a
60 = to_ref_if<!is_constant_all<T_y, T_low, T_high>::value>(beta_val
61 - alpha_val);
62 const auto& y_minus_alpha
63 = to_ref_if<!is_constant_all<T_y, T_low>::value>(y_val - alpha_val);
64 const auto& cdf_log_n = y_minus_alpha / b_minus_a;
65 T_partials_return cdf_log = sum(log(cdf_log_n));
66
70 partials<0>(ops_partials) = math::size(beta) * inv(y_minus_alpha);
71 } else {
72 partials<0>(ops_partials) = inv(y_minus_alpha);
73 }
74 }
76 edge<1>(ops_partials).partials_
77 = (y_val - beta_val) / (b_minus_a * y_minus_alpha);
78 }
82 partials<2>(ops_partials) = inv(-b_minus_a) * math::size(y);
83 } else {
84 partials<2>(ops_partials) = inv(-b_minus_a);
85 }
86 }
87 return ops_partials.build(cdf_log);
88}
89
90} // namespace math
91} // namespace stan
92#endif
require_all_not_t< is_nonscalar_prim_or_rev_kernel_expression< std::decay_t< Types > >... > require_all_not_nonscalar_prim_or_rev_kernel_expression_t
Require none of the types satisfy is_nonscalar_prim_or_rev_kernel_expression.
return_type_t< T_y_cl, T_low_cl, T_high_cl > uniform_lcdf(const T_y_cl &y, const T_low_cl &alpha, const T_high_cl &beta)
Returns the log uniform cumulative distribution function for the given location, and scale.
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
int64_t size(const T &m)
Returns the size (number of the elements) of a matrix_cl or var_value<matrix_cl<T>>.
Definition size.hpp:19
static constexpr double negative_infinity()
Return negative infinity.
bool size_zero(const T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
Definition size_zero.hpp:19
fvar< T > log(const fvar< T > &x)
Definition log.hpp:18
auto as_value_column_array_or_scalar(T &&a)
Extract the value from an object and for eigen vectors and std::vectors convert to an eigen column ar...
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
ref_type_t< T && > to_ref(T &&a)
This evaluates expensive Eigen expressions.
Definition to_ref.hpp:17
void check_finite(const char *function, const char *name, const T_y &y)
Return true if all values in y are finite.
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
auto sum(const std::vector< T > &m)
Return the sum of the entries of the specified standard vector.
Definition sum.hpp:23
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
void check_greater(const char *function, const char *name, const T_y &y, const T_low &low, Idxs... idxs)
Throw an exception if y is not strictly greater than low.
fvar< T > inv(const fvar< T > &x)
Definition inv.hpp:13
auto make_partials_propagator(Ops &&... ops)
Construct an partials_propagator.
typename ref_type_if<!is_constant< T >::value, T >::type ref_type_if_not_constant_t
Definition ref_type.hpp:62
typename partials_return_type< Args... >::type partials_return_t
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...
If the input type T is either an eigen matrix with 1 column or 1 row at compile time or a standard ve...
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...