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inv_logit.hpp
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1#ifndef STAN_MATH_REV_FUN_INV_LOGIT_HPP
2#define STAN_MATH_REV_FUN_INV_LOGIT_HPP
3
7
8namespace stan {
9namespace math {
10
25template <typename T, require_stan_scalar_or_eigen_t<T>* = nullptr>
26inline auto inv_logit(const var_value<T>& a) {
27 return make_callback_var(inv_logit(a.val()), [a](auto& vi) mutable {
28 as_array_or_scalar(a).adj() += as_array_or_scalar(vi.adj())
29 * as_array_or_scalar(vi.val())
30 * (1.0 - as_array_or_scalar(vi.val()));
31 });
32}
33
48template <typename T, require_eigen_vt<is_var, T>* = nullptr>
49inline auto inv_logit(T&& x) {
50 auto x_arena = to_arena(std::forward<T>(x));
51 arena_t<T> ret = inv_logit(x_arena.val());
52 reverse_pass_callback([x_arena, ret]() mutable {
53 x_arena.adj().array()
54 += ret.adj().array() * ret.val().array() * (1.0 - ret.val().array());
55 });
56 return ret;
57}
58
59} // namespace math
60} // namespace stan
61#endif
var_value< plain_type_t< T > > make_callback_var(T &&value, F &&functor)
Creates a new var initialized with a callback_vari with a given value and reverse-pass callback funct...
void reverse_pass_callback(F &&functor)
Puts a callback on the autodiff stack to be called in reverse pass.
arena_t< T > to_arena(const T &a)
Converts given argument into a type that either has any dynamic allocation on AD stack or schedules i...
Definition to_arena.hpp:25
fvar< T > inv_logit(const fvar< T > &x)
Returns the inverse logit function applied to the argument.
Definition inv_logit.hpp:20
typename internal::arena_type_impl< std::decay_t< T > >::type arena_t
Determines a type that can be used in place of T that does any dynamic allocations on the AD stack.
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...