Automatic Differentiation
 
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uniform_cdf.hpp
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1#ifndef STAN_MATH_PRIM_PROB_UNIFORM_CDF_HPP
2#define STAN_MATH_PRIM_PROB_UNIFORM_CDF_HPP
3
16
17namespace stan {
18namespace math {
19
20template <typename T_y, typename T_low, typename T_high,
22 T_y, T_low, T_high>* = nullptr>
24 const T_low& alpha,
25 const T_high& beta) {
26 using T_partials_return = partials_return_t<T_y, T_low, T_high>;
27 using T_y_ref = ref_type_if_not_constant_t<T_y>;
28 using T_alpha_ref = ref_type_if_not_constant_t<T_low>;
29 using T_beta_ref = ref_type_if_not_constant_t<T_high>;
30 static constexpr const char* function = "uniform_cdf";
31 check_consistent_sizes(function, "Random variable", y,
32 "Lower bound parameter", alpha,
33 "Upper bound parameter", beta);
34
35 T_y_ref y_ref = y;
36 T_alpha_ref alpha_ref = alpha;
37 T_beta_ref beta_ref = beta;
38
39 decltype(auto) y_val = to_ref(as_value_column_array_or_scalar(y_ref));
40 decltype(auto) alpha_val = to_ref(as_value_column_array_or_scalar(alpha_ref));
41 decltype(auto) beta_val = to_ref(as_value_column_array_or_scalar(beta_ref));
42
43 check_not_nan(function, "Random variable", y_val);
44 check_finite(function, "Lower bound parameter", alpha_val);
45 check_finite(function, "Upper bound parameter", beta_val);
46 check_greater(function, "Upper bound parameter", beta_val, alpha_val);
47
48 if (size_zero(y, alpha, beta)) {
49 return 1.0;
50 }
51
52 if (sum(promote_scalar<int>(y_val < alpha_val))
53 || sum(promote_scalar<int>(beta_val < y_val))) {
54 return 0;
55 }
56
57 auto ops_partials = make_partials_propagator(y_ref, alpha_ref, beta_ref);
58
59 const auto& b_minus_a
60 = to_ref_if<is_any_autodiff_v<T_y, T_low, T_high>>(beta_val - alpha_val);
61 const auto& cdf_n = to_ref_if<is_any_autodiff_v<T_y, T_low>>(
62 (y_val - alpha_val) / b_minus_a);
63
64 T_partials_return cdf = prod(cdf_n);
65
66 if constexpr (is_any_autodiff_v<T_y, T_low, T_high>) {
67 const auto& rep_deriv
68 = to_ref_if<(is_any_autodiff_v<T_y, T_low> && is_autodiff_v<T_high>)>(
69 cdf / b_minus_a);
70 if constexpr (is_any_autodiff_v<T_y, T_low>) {
71 auto deriv_y = to_ref_if<(is_autodiff_v<T_low> && is_autodiff_v<T_y>)>(
72 rep_deriv / cdf_n);
73 if constexpr (is_autodiff_v<T_low>) {
74 edge<1>(ops_partials).partials_
75 = (y_val - beta_val) * deriv_y / b_minus_a;
76 }
77 if constexpr (is_autodiff_v<T_y>) {
78 partials<0>(ops_partials) = std::move(deriv_y);
79 }
80 }
81 if constexpr (is_autodiff_v<T_high>) {
84 edge<2>(ops_partials).partials_
85 = -rep_deriv * max_size(y, alpha, beta) / max_size(alpha, beta);
86 } else {
87 partials<2>(ops_partials) = -rep_deriv;
88 }
89 }
90 }
91
92 return ops_partials.build(cdf);
93}
94
95} // namespace math
96} // namespace stan
97#endif
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_y_cl, T_low_cl, T_high_cl > uniform_cdf(const T_y_cl &y, const T_low_cl &alpha, const T_high_cl &beta)
Returns the uniform cumulative distribution function for the given location, and scale.
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
bool size_zero(const T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
Definition size_zero.hpp:19
value_type_t< T > prod(const T &m)
Calculates product of given kernel generator expression elements.
Definition prod.hpp:21
T to_ref_if(T &&a)
No-op that should be optimized away.
Definition to_ref.hpp:45
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.
void check_finite(const char *function, const char *name, const T_y &y)
Return true if all values in y are finite.
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
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
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
void check_greater(const char *function, const char *name, const T_y &y, const T_low &low, Idxs... idxs)
Throw an exception if y is not strictly greater than low.
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 ...
If the input type T is either an eigen matrix with 1 column or 1 row at compile time or a standard ve...