stochastic_column_constrain.hpp

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#ifndef STAN_MATH_PRIM_CONSTRAINT_SIMPLEX_COLUMN_CONSTRAIN_HPP
#define STAN_MATH_PRIM_CONSTRAINT_SIMPLEX_COLUMN_CONSTRAIN_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/inv_logit.hpp>
#include <stan/math/prim/fun/log.hpp>
#include <stan/math/prim/fun/log1p_exp.hpp>
#include <stan/math/prim/fun/logit.hpp>
#include <stan/math/prim/constraint/simplex_constrain.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename Mat, require_eigen_matrix_dynamic_t<Mat>* = nullptr,
          require_not_st_var<Mat>* = nullptr>
inline plain_type_t<Mat> stochastic_column_constrain(const Mat& y) {
  auto&& y_ref = to_ref(y);
  const Eigen::Index M = y_ref.cols();
  plain_type_t<Mat> ret(y_ref.rows() + 1, M);
  for (Eigen::Index i = 0; i < M; ++i) {
    ret.col(i) = simplex_constrain(y_ref.col(i));
  }
  return ret;
}
 
template <typename Mat, require_eigen_matrix_dynamic_t<Mat>* = nullptr,
          require_not_st_var<Mat>* = nullptr>
inline plain_type_t<Mat> stochastic_column_constrain(const Mat& y,
                                                     value_type_t<Mat>& lp) {
  auto&& y_ref = to_ref(y);
  const Eigen::Index M = y_ref.cols();
  plain_type_t<Mat> ret(y_ref.rows() + 1, M);
  for (Eigen::Index i = 0; i < M; ++i) {
    ret.col(i) = simplex_constrain(y_ref.col(i), lp);
  }
  return ret;
}
 
template <bool Jacobian, typename Mat, require_not_std_vector_t<Mat>* = nullptr>
inline plain_type_t<Mat> stochastic_column_constrain(const Mat& y,
                                                     return_type_t<Mat>& lp) {
  if (Jacobian) {
    return stochastic_column_constrain(y, lp);
  } else {
    return stochastic_column_constrain(y);
  }
}
 
template <bool Jacobian, typename T, require_std_vector_t<T>* = nullptr>
inline auto stochastic_column_constrain(const T& y, return_type_t<T>& lp) {
  return apply_vector_unary<T>::apply(y, [&lp](auto&& v) {
    return stochastic_column_constrain<Jacobian>(v, lp);
  });
}
 
}  // namespace math
}  // namespace stan
 
#endif