prob_constrain.hpp

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#ifndef STAN_MATH_PRIM_CONSTRAINT_PROB_CONSTRAIN_HPP
#define STAN_MATH_PRIM_CONSTRAINT_PROB_CONSTRAIN_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/fun/log_inv_logit.hpp>
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/prim/fun/log1m_inv_logit.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename T>
inline T prob_constrain(const T& x) {
  return inv_logit(x);
}
 
template <typename T>
inline T prob_constrain(const T& x, T& lp) {
  T log_inv_logit_x = log_inv_logit(x);
  lp += log_inv_logit_x + log1m_inv_logit(x);
  return exp(log_inv_logit_x);
}
 
template <bool Jacobian, typename T>
inline auto prob_constrain(const T& x, T& lp) {
  if (Jacobian) {
    return prob_constrain(x, lp);
  } else {
    return prob_constrain(x);
  }
}
}  // namespace math
}  // namespace stan
 
#endif