Automatic Differentiation
 
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neg_binomial_2_lpmf.hpp
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1#ifndef STAN_MATH_OPENCL_PRIM_NEG_BINOMIAL_2_LPMF_HPP
2#define STAN_MATH_OPENCL_PRIM_NEG_BINOMIAL_2_LPMF_HPP
3#ifdef STAN_OPENCL
4
14
15namespace stan {
16namespace math {
17
36template <bool propto, typename T_n_cl, typename T_location_cl,
37 typename T_precision_cl,
39 T_n_cl, T_location_cl, T_precision_cl>* = nullptr,
40 require_any_not_stan_scalar_t<T_n_cl, T_location_cl,
41 T_precision_cl>* = nullptr>
43 const T_n_cl& n, const T_location_cl& mu, const T_precision_cl& phi) {
44 static constexpr const char* function = "neg_binomial_2_lpmf(OpenCL)";
45 using T_partials_return
47 using std::isfinite;
48 using std::isnan;
49
50 check_consistent_sizes(function, "Failures variable", n, "Location parameter",
51 mu, "Precision parameter", phi);
52 const size_t N = max_size(n, mu, phi);
53 if (N == 0) {
54 return 0.0;
55 }
57 return 0.0;
58 }
59
60 const auto& mu_col = as_column_vector_or_scalar(mu);
61 const auto& phi_col = as_column_vector_or_scalar(phi);
62
63 const auto& mu_val = value_of(mu_col);
64 const auto& phi_val = value_of(phi_col);
65
66 auto check_n_nonnegative
67 = check_cl(function, "Failures variable", n, "nonnegative");
68 auto n_nonnegative = n >= 0;
69 auto check_mu_positive_finite
70 = check_cl(function, "Log location parameter", mu_val, "positive finite");
71 auto mu_positive_finite = 0 < mu_val && isfinite(mu_val);
72 auto check_phi_positive_finite
73 = check_cl(function, "Precision parameter", phi_val, "positive finite");
74 auto phi_positive_finite = 0 < phi_val && isfinite(phi_val);
75
76 auto log_phi = log(phi_val);
77 auto mu_plus_phi = mu_val + phi_val;
78 auto log_mu_plus_phi = log(mu_plus_phi);
79 auto n_plus_phi = n + phi_val;
80
81 auto logp1 = -elt_multiply(phi_val, log1p(elt_divide(mu_val, phi_val)))
82 - elt_multiply(n, log_mu_plus_phi);
83 auto logp2 = static_select<include_summand<propto, T_precision_cl>::value>(
84 logp1 + binomial_coefficient_log(n_plus_phi - 1, n), logp1);
85 auto logp_expr = colwise_sum(
87 logp2 + multiply_log(n, mu_val), logp2));
88
89 auto mu_deriv = elt_divide(n, mu_val) - elt_divide(n + phi_val, mu_plus_phi);
90 auto log_term
91 = select(mu_val < phi_val, log1p(-elt_divide(mu_val, mu_plus_phi)),
92 log_phi - log_mu_plus_phi);
93 auto phi_deriv = elt_divide(mu_val - n, mu_plus_phi) + log_term
94 - digamma(phi_val) + digamma(n_plus_phi);
95
96 matrix_cl<double> logp_cl;
97 matrix_cl<double> mu_deriv_cl;
98 matrix_cl<double> phi_deriv_cl;
99
100 results(check_n_nonnegative, check_mu_positive_finite,
101 check_phi_positive_finite, logp_cl, mu_deriv_cl, phi_deriv_cl)
102 = expressions(n_nonnegative, mu_positive_finite, phi_positive_finite,
103 logp_expr,
106
107 T_partials_return logp = sum(from_matrix_cl(logp_cl));
108
109 auto ops_partials = make_partials_propagator(mu_col, phi_col);
110
112 partials<0>(ops_partials) = std::move(mu_deriv_cl);
113 }
115 partials<1>(ops_partials) = std::move(phi_deriv_cl);
116 }
117 return ops_partials.build(logp);
118}
119
120} // namespace math
121} // namespace stan
122#endif
123#endif
Represents an arithmetic matrix on the OpenCL device.
Definition matrix_cl.hpp:47
elt_multiply_< as_operation_cl_t< T_a >, as_operation_cl_t< T_b > > elt_multiply(T_a &&a, T_b &&b)
isfinite_< as_operation_cl_t< T > > isfinite(T &&a)
select_< as_operation_cl_t< T_condition >, as_operation_cl_t< T_then >, as_operation_cl_t< T_else > > select(T_condition &&condition, T_then &&then, T_else &&els)
Selection operation on kernel generator expressions.
Definition select.hpp:148
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.
elt_divide_< as_operation_cl_t< T_a >, as_operation_cl_t< T_b > > elt_divide(T_a &&a, T_b &&b)
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_location_cl, T_precision_cl > neg_binomial_2_lpmf(const T_n_cl &n, const T_location_cl &mu, const T_precision_cl &phi)
The log of the negative binomial density for the specified scalars given the specified mean(s) and de...
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.
require_any_not_t< is_stan_scalar< std::decay_t< Types > >... > require_any_not_stan_scalar_t
Require at least one of the types do not satisfy is_stan_scalar.
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
size_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:19
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition value_of.hpp:18
fvar< T > log(const fvar< T > &x)
Definition log.hpp:15
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 > log1p(const fvar< T > &x)
Definition log1p.hpp:12
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
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 ...
Definition fvar.hpp:9
bool isnan(const stan::math::var &a)
Checks if the given number is NaN.
Definition std_isnan.hpp:18
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...