Automatic Differentiation
 
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beta_binomial_lpmf.hpp
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1#ifndef STAN_MATH_OPENCL_PRIM_BETA_BINOMIAL_LPMF_HPP
2#define STAN_MATH_OPENCL_PRIM_BETA_BINOMIAL_LPMF_HPP
3#ifdef STAN_OPENCL
4
16
17namespace stan {
18namespace math {
19
37template <
38 bool propto, typename T_n_cl, typename T_N_cl, typename T_size1_cl,
39 typename T_size2_cl,
41 T_size2_cl>* = nullptr,
42 require_any_not_stan_scalar_t<T_n_cl, T_size1_cl, T_size2_cl>* = nullptr>
44 const T_n_cl& n, const T_N_cl N, const T_size1_cl& alpha,
45 const T_size2_cl& beta) {
46 using std::isfinite;
47 static constexpr const char* function = "beta_binomial_lpmf(OpenCL)";
48
49 check_consistent_sizes(function, "Successes variable", n,
50 "Population size parameter", N,
51 "First prior sample size parameter", alpha,
52 "Second prior sample size parameter", beta);
53 const size_t N_size = max_size(n, N, alpha, beta);
54 if (N_size == 0) {
55 return 0.0;
56 }
58 return 0.0;
59 }
60
61 const auto& alpha_col = as_column_vector_or_scalar(alpha);
62 const auto& beta_col = as_column_vector_or_scalar(beta);
63
64 const auto& alpha_val = value_of(alpha_col);
65 const auto& beta_val = value_of(beta_col);
66
67 auto check_N_nonnegative
68 = check_cl(function, "Population size parameter", N, "nonnegative");
69 auto N_nonnegative = N >= 0;
70 auto check_alpha_pos_finite
71 = check_cl(function, "First prior sample size parameter", alpha_val,
72 "positive finite");
73 auto alpha_pos_finite = alpha_val > 0.0 && isfinite(alpha_val);
74 auto check_beta_pos_finite
75 = check_cl(function, "First prior sample size parameter", beta_val,
76 "positive finite");
77 auto beta_pos_finite = beta_val > 0.0 && isfinite(beta_val);
78
79 auto return_neg_inf = (n < 0 || n > N) + constant(0, N_size, 1);
80 auto lbeta_diff
81 = lbeta(n + alpha_val, N - n + beta_val) - lbeta(alpha_val, beta_val);
82 auto digamma_diff
83 = digamma(alpha_val + beta_val) - digamma(N + alpha_val + beta_val);
85 binomial_coefficient_log(N, n) + lbeta_diff, lbeta_diff));
86
87 auto alpha_deriv = digamma(n + alpha_val) + digamma_diff - digamma(alpha_val);
88 auto beta_deriv
89 = digamma(N - n + beta_val) + digamma_diff - digamma(beta_val);
90
91 matrix_cl<double> logp_cl;
92 matrix_cl<int> return_neg_inf_cl;
93 matrix_cl<double> alpha_deriv_cl;
94 matrix_cl<double> beta_deriv_cl;
95
96 results(check_N_nonnegative, check_alpha_pos_finite, check_beta_pos_finite,
97 logp_cl, alpha_deriv_cl, beta_deriv_cl)
98 = expressions(N_nonnegative, alpha_pos_finite, beta_pos_finite, logp_expr,
101
102 if (from_matrix_cl(return_neg_inf_cl).any()) {
103 return LOG_ZERO;
104 }
105
106 double logp = sum(from_matrix_cl(logp_cl));
107
108 auto ops_partials = make_partials_propagator(alpha_col, beta_col);
110 partials<0>(ops_partials) = std::move(alpha_deriv_cl);
111 }
113 partials<1>(ops_partials) = std::move(beta_deriv_cl);
114 }
115
116 return ops_partials.build(logp);
117}
118
119} // namespace math
120} // namespace stan
121#endif
122#endif
Represents an arithmetic matrix on the OpenCL device.
Definition matrix_cl.hpp:47
isfinite_< as_operation_cl_t< T > > isfinite(T &&a)
auto check_cl(const char *function, const char *var_name, T &&y, const char *must_be)
Constructs a check on opencl matrix or expression.
Definition check_cl.hpp:219
results_cl< T_results... > results(T_results &&... results)
Deduces types for constructing results_cl object.
binomial_coefficient_log_< as_operation_cl_t< T1 >, as_operation_cl_t< T2 > > binomial_coefficient_log(T1 &&a, T2 &&b)
auto as_column_vector_or_scalar(T &&a)
as_column_vector_or_scalar of a kernel generator expression.
auto constant(const T a, int rows, int cols)
Matrix of repeated values in kernel generator expressions.
Definition constant.hpp:130
calc_if_< true, as_operation_cl_t< T > > calc_if(T &&a)
Definition calc_if.hpp:121
auto colwise_sum(T &&a)
Column wise sum - reduction of a kernel generator expression.
expressions_cl< T_expressions... > expressions(T_expressions &&... expressions)
Deduces types for constructing expressions_cl object.
return_type_t< T_n_cl, T_size1_cl, T_size2_cl > beta_binomial_lpmf(const T_n_cl &n, const T_N_cl N, const T_size1_cl &alpha, const T_size2_cl &beta)
Returns the log PMF of the Beta-Binomial distribution with given population size, prior success,...
auto from_matrix_cl(const T &src)
Copies the source matrix that is stored on the OpenCL device to the destination Eigen matrix.
Definition copy.hpp:61
require_all_t< is_prim_or_rev_kernel_expression< std::decay_t< Types > >... > require_all_prim_or_rev_kernel_expression_t
Require type satisfies is_prim_or_rev_kernel_expression.
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
static constexpr double LOG_ZERO
The natural logarithm of 0, .
Definition constants.hpp:68
size_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:19
constexpr bool any(T x)
Return true if any values in the input are true.
Definition any.hpp:21
fvar< T > lbeta(const fvar< T > &x1, const fvar< T > &x2)
Definition lbeta.hpp:14
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition value_of.hpp:18
T1 static_select(T1 &&a, T2 &&b)
Returns one of the arguments that can be of different type, depending on the compile time condition.
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
Definition sum.hpp:22
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
auto make_partials_propagator(Ops &&... ops)
Construct an partials_propagator.
fvar< T > digamma(const fvar< T > &x)
Return the derivative of the log gamma function at the specified argument.
Definition digamma.hpp:23
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...
Definition fvar.hpp:9
Metaprogramming struct to detect whether a given type is constant in the mathematical sense (not the ...
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...