Automatic Differentiation
 
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poisson_lpmf.hpp
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1#ifndef STAN_MATH_PRIM_PROB_POISSON_LPMF_HPP
2#define STAN_MATH_PRIM_PROB_POISSON_LPMF_HPP
3
17
18namespace stan {
19namespace math {
20
21// Poisson(n|lambda) [lambda > 0; n >= 0]
22template <bool propto, typename T_n, typename T_rate,
24 T_n, T_rate>* = nullptr>
25inline return_type_t<T_rate> poisson_lpmf(const T_n& n, const T_rate& lambda) {
26 using T_partials_return = partials_return_t<T_n, T_rate>;
27 using T_n_ref = ref_type_if_not_constant_t<T_n>;
28 using T_lambda_ref = ref_type_if_not_constant_t<T_rate>;
29 using std::isinf;
30 static constexpr const char* function = "poisson_lpmf";
31 check_consistent_sizes(function, "Random variable", n, "Rate parameter",
32 lambda);
33
34 T_n_ref n_ref = n;
35 T_lambda_ref lambda_ref = lambda;
36
37 decltype(auto) n_val = to_ref(as_value_column_array_or_scalar(n_ref));
38 decltype(auto) lambda_val
40
41 check_nonnegative(function, "Random variable", n_val);
42 check_nonnegative(function, "Rate parameter", lambda_val);
43
44 if (size_zero(n, lambda)) {
45 return 0.0;
46 }
48 return 0.0;
49 }
50 if (sum(promote_scalar<int>(isinf(lambda_val)))) {
51 return LOG_ZERO;
52 }
53
54 size_t N = max_size(n, lambda);
55 scalar_seq_view<decltype(n_val)> n_vec(n_val);
56 scalar_seq_view<decltype(lambda_val)> lambda_vec(lambda_val);
57 for (size_t i = 0; i < N; i++) {
58 if (lambda_vec[i] == 0 && n_vec[i] != 0) {
59 return LOG_ZERO;
60 }
61 }
62
63 auto ops_partials = make_partials_propagator(lambda_ref);
64
65 T_partials_return logp = stan::math::sum(lmultiply(n_val, lambda_val));
67 logp -= sum(lambda_val) * N / math::size(lambda);
68 }
69 if constexpr (include_summand<propto>::value) {
70 logp -= sum(lgamma(n_val + 1.0)) * N / math::size(n);
71 }
72
73 if constexpr (is_autodiff_v<T_rate>) {
74 partials<0>(ops_partials) = n_val / lambda_val - 1.0;
75 }
76
77 return ops_partials.build(logp);
78}
79
80template <typename T_n, typename T_rate>
81inline return_type_t<T_rate> poisson_lpmf(const T_n& n, const T_rate& lambda) {
82 return poisson_lpmf<false>(n, lambda);
83}
84
85} // namespace math
86} // namespace stan
87#endif
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
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_rate_cl > poisson_lpmf(const T_n_cl &n, const T_rate_cl &lambda)
Returns the log PMF of the Poisson distribution.
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 LOG_ZERO
The natural logarithm of 0, .
Definition constants.hpp:66
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
bool size_zero(const T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
Definition size_zero.hpp:19
fvar< T > lmultiply(const fvar< T > &x1, const fvar< T > &x2)
Definition lmultiply.hpp:14
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.
fvar< T > lgamma(const fvar< T > &x)
Return the natural logarithm of the gamma function applied to the specified argument.
Definition lgamma.hpp:21
auto sum(const std::vector< T > &m)
Return the sum of the entries of the specified standard vector.
Definition sum.hpp:23
ref_type_t< T && > to_ref(T &&a)
This evaluates expensive Eigen expressions.
Definition to_ref.hpp:18
int64_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:20
auto make_partials_propagator(Ops &&... ops)
Construct an partials_propagator.
typename ref_type_if< is_autodiff_v< T >, T >::type ref_type_if_not_constant_t
Definition ref_type.hpp:63
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 ...
bool isinf(const stan::math::var &a)
Return 1 if the specified argument is positive infinity or negative infinity and 0 otherwise.
Definition std_isinf.hpp:16
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...