Automatic Differentiation
 
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uniform_lccdf.hpp
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1#ifndef STAN_MATH_PRIM_PROB_UNIFORM_LCCDF_HPP
2#define STAN_MATH_PRIM_PROB_UNIFORM_LCCDF_HPP
3
17#include <cmath>
18
19namespace stan {
20namespace math {
21
22template <typename T_y, typename T_low, typename T_high,
24 T_y, T_low, T_high>* = nullptr>
26 const T_low& alpha,
27 const T_high& beta) {
28 using T_partials_return = partials_return_t<T_y, T_low, T_high>;
29 using T_y_ref = ref_type_if_not_constant_t<T_y>;
30 using T_alpha_ref = ref_type_if_not_constant_t<T_low>;
31 using T_beta_ref = ref_type_if_not_constant_t<T_high>;
32 static constexpr const char* function = "uniform_lccdf";
33 check_consistent_sizes(function, "Random variable", y,
34 "Lower bound parameter", alpha,
35 "Upper bound parameter", beta);
36
37 T_y_ref y_ref = y;
38 T_alpha_ref alpha_ref = alpha;
39 T_beta_ref beta_ref = beta;
40
41 decltype(auto) y_val = to_ref(as_value_column_array_or_scalar(y_ref));
42 decltype(auto) alpha_val = to_ref(as_value_column_array_or_scalar(alpha_ref));
43 decltype(auto) beta_val = to_ref(as_value_column_array_or_scalar(beta_ref));
44
45 check_not_nan(function, "Random variable", y_val);
46 check_finite(function, "Lower bound parameter", alpha_val);
47 check_finite(function, "Upper bound parameter", beta_val);
48 check_greater(function, "Upper bound parameter", beta_val, alpha_val);
49
50 if (size_zero(y, alpha, beta)) {
51 return 0;
52 }
53
54 if (sum(promote_scalar<int>(y_val < alpha_val))
55 || sum(promote_scalar<int>(beta_val < y_val))) {
56 return 0;
57 }
58
59 auto ops_partials = make_partials_propagator(y_ref, alpha_ref, beta_ref);
60
61 const auto& b_minus_a
62 = to_ref_if<!is_constant_all<T_y, T_low, T_high>::value>(beta_val
63 - alpha_val);
64 const auto& ccdf_log_n
65 = to_ref_if<!is_constant_all<T_y, T_low, T_high>::value>(
66 1 - (y_val - alpha_val) / b_minus_a);
67
68 T_partials_return ccdf_log = sum(log(ccdf_log_n));
69
71 partials<0>(ops_partials) = inv(-b_minus_a * ccdf_log_n);
72 }
74 const auto& rep_deriv = to_ref_if<(!is_constant_all<T_low>::value
76 inv(b_minus_a * b_minus_a * ccdf_log_n));
78 partials<1>(ops_partials) = (beta_val - y_val) * rep_deriv;
79 }
81 partials<2>(ops_partials) = (y_val - alpha_val) * rep_deriv;
82 }
83 }
84 return ops_partials.build(ccdf_log);
85}
86
87} // namespace math
88} // namespace stan
89#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_lccdf(const T_y_cl &y, const T_low_cl &alpha, const T_high_cl &beta)
Returns the log uniform complementary cumulative distribution function for the given location,...
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
T to_ref_if(T &&a)
No-op that should be optimized away.
Definition to_ref.hpp:29
fvar< T > log(const fvar< T > &x)
Definition log.hpp:15
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.
ref_type_t< T && > to_ref(T &&a)
This evaluates expensive Eigen expressions.
Definition to_ref.hpp:17
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
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.
fvar< T > inv(const fvar< T > &x)
Definition inv.hpp:12
auto make_partials_propagator(Ops &&... ops)
Construct an partials_propagator.
typename ref_type_if<!is_constant< T >::value, T >::type ref_type_if_not_constant_t
Definition ref_type.hpp:62
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 ...
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...