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binomial_logit_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BINOMIAL_LOGIT_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BINOMIAL_LOGIT_LOG_HPP
3
4 #include <boost/random/binomial_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
6 #include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
7 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
8 #include <stan/math/prim/scal/err/check_bounded.hpp>
9 #include <stan/math/prim/scal/err/check_finite.hpp>
10 #include <stan/math/prim/scal/err/check_greater_or_equal.hpp>
11 #include <stan/math/prim/scal/err/check_less_or_equal.hpp>
12 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
13 #include <stan/math/prim/scal/fun/constants.hpp>
14 #include <stan/math/prim/scal/fun/inv_logit.hpp>
15 #include <stan/math/prim/scal/fun/log1m.hpp>
16 #include <stan/math/prim/scal/fun/log_inv_logit.hpp>
17 #include <stan/math/prim/scal/fun/multiply_log.hpp>
18 #include <stan/math/prim/scal/fun/value_of.hpp>
19 #include <stan/math/prim/scal/fun/binomial_coefficient_log.hpp>
20 #include <stan/math/prim/scal/fun/lbeta.hpp>
21 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
22 #include <stan/math/prim/scal/meta/include_summand.hpp>
23 #include <stan/math/prim/scal/fun/inc_beta.hpp>
24
25
26 namespace stan {
27
28 namespace math {
29
30 // BinomialLogit(n|N, alpha) [N >= 0; 0 <= n <= N]
31 // BinomialLogit(n|N, alpha) = Binomial(n|N, inv_logit(alpha))
32 template <bool propto,
33 typename T_n,
34 typename T_N,
35 typename T_prob>
36 typename return_type<T_prob>::type
37 binomial_logit_log(const T_n& n,
38 const T_N& N,
39 const T_prob& alpha) {
40 typedef typename stan::partials_return_type<T_n, T_N, T_prob>::type
41 T_partials_return;
42
43 static const char* function("stan::math::binomial_logit_log");
44
45 using stan::math::check_finite;
46 using stan::math::check_bounded;
47 using stan::math::check_nonnegative;
48 using stan::math::value_of;
49 using stan::math::check_consistent_sizes;
50 using stan::math::include_summand;
51
52 // check if any vectors are zero length
53 if (!(stan::length(n)
54 && stan::length(N)
55 && stan::length(alpha)))
56 return 0.0;
57
58 T_partials_return logp = 0;
59 check_bounded(function, "Successes variable", n, 0, N);
60 check_nonnegative(function, "Population size parameter", N);
61 check_finite(function, "Probability parameter", alpha);
62 check_consistent_sizes(function,
63 "Successes variable", n,
64 "Population size parameter", N,
65 "Probability parameter", alpha);
66
67 // check if no variables are involved and prop-to
68 if (!include_summand<propto, T_prob>::value)
69 return 0.0;
70
71 // set up template expressions wrapping scalars into vector views
72 VectorView<const T_n> n_vec(n);
73 VectorView<const T_N> N_vec(N);
74 VectorView<const T_prob> alpha_vec(alpha);
75 size_t size = max_size(n, N, alpha);
76
77 OperandsAndPartials<T_prob> operands_and_partials(alpha);
78
79 using stan::math::binomial_coefficient_log;
80 using stan::math::log_inv_logit;
81 using stan::math::inv_logit;
82
83 if (include_summand<propto>::value) {
84 for (size_t i = 0; i < size; ++i)
85 logp += binomial_coefficient_log(N_vec[i], n_vec[i]);
86 }
87
88 VectorBuilder<true, T_partials_return, T_prob>
89 log_inv_logit_alpha(length(alpha));
90 for (size_t i = 0; i < length(alpha); ++i)
91 log_inv_logit_alpha[i] = log_inv_logit(value_of(alpha_vec[i]));
92
93 VectorBuilder<true, T_partials_return, T_prob>
94 log_inv_logit_neg_alpha(length(alpha));
95 for (size_t i = 0; i < length(alpha); ++i)
96 log_inv_logit_neg_alpha[i] = log_inv_logit(-value_of(alpha_vec[i]));
97
98 for (size_t i = 0; i < size; ++i)
99 logp += n_vec[i] * log_inv_logit_alpha[i]
100 + (N_vec[i] - n_vec[i]) * log_inv_logit_neg_alpha[i];
101
102 if (length(alpha) == 1) {
103 T_partials_return temp1 = 0;
104 T_partials_return temp2 = 0;
105 for (size_t i = 0; i < size; ++i) {
106 temp1 += n_vec[i];
107 temp2 += N_vec[i] - n_vec[i];
108 }
109 if (!is_constant_struct<T_prob>::value) {
110 operands_and_partials.d_x1[0]
111 += temp1 * inv_logit(-value_of(alpha_vec[0]))
112 - temp2 * inv_logit(value_of(alpha_vec[0]));
113 }
114 } else {
115 if (!is_constant_struct<T_prob>::value) {
116 for (size_t i = 0; i < size; ++i)
117 operands_and_partials.d_x1[i]
118 += n_vec[i] * inv_logit(-value_of(alpha_vec[i]))
119 - (N_vec[i] - n_vec[i]) * inv_logit(value_of(alpha_vec[i]));
120 }
121 }
122
123 return operands_and_partials.to_var(logp, alpha);
124 }
125
126 template <typename T_n,
127 typename T_N,
128 typename T_prob>
129 inline
130 typename return_type<T_prob>::type
131 binomial_logit_log(const T_n& n,
132 const T_N& N,
133 const T_prob& alpha) {
134 return binomial_logit_log<false>(n, N, alpha);
135 }
136 }
137 }
138 #endif
stan::math::binomial_coefficient_log
fvar< T > binomial_coefficient_log(const fvar< T > &x1, const fvar< T > &x2)
Definition: binomial_coefficient_log.hpp:16
stan::math::value_of
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
stan::math::inv_logit
fvar< T > inv_logit(const fvar< T > &x)
Definition: inv_logit.hpp:15
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
stan::math::check_bounded
bool check_bounded(const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
Return true if the value is between the low and high values, inclusively.
Definition: check_bounded.hpp:95
binomial_coefficient_log.hpp
stan::math::OperandsAndPartials::to_var
T_return_type to_var(T_partials_return logp, const T1 &x1=0, const T2 &x2=0, const T3 &x3=0, const T4 &x4=0, const T5 &x5=0, const T6 &x6=0)
Definition: OperandsAndPartials.hpp:322
stan::math::include_summand
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
Definition: include_summand.hpp:36
stan::return_type::type
boost::math::tools::promote_args< typename scalar_type< T1 >::type, typename scalar_type< T2 >::type, typename scalar_type< T3 >::type, typename scalar_type< T4 >::type, typename scalar_type< T5 >::type, typename scalar_type< T6 >::type >::type type
Definition: return_type.hpp:27
include_summand.hpp
multiply_log.hpp
stan::math::OperandsAndPartials::d_x1
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
Definition: OperandsAndPartials.hpp:253
check_nonnegative.hpp
stan::is_constant_struct
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
Definition: is_constant_struct.hpp:16
log_inv_logit.hpp
check_less_or_equal.hpp
stan::math::OperandsAndPartials
A variable implementation that stores operands and derivatives with respect to the variable...
Definition: OperandsAndPartials.hpp:238
OperandsAndPartials.hpp
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder.hpp
log1m.hpp
check_bounded.hpp
stan::math::check_finite
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
Definition: check_finite.hpp:62
stan::VectorBuilder
Definition: VectorBuilder.hpp:61
constants.hpp
stan::math::size
int size(const std::vector< T > &x)
Definition: size.hpp:11
stan::math::check_consistent_sizes
bool check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Return true if the dimension of x1 is consistent with x2.
Definition: check_consistent_sizes.hpp:31
check_finite.hpp
lbeta.hpp
inc_beta.hpp
stan::math::check_nonnegative
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
Definition: check_nonnegative.hpp:66
check_greater_or_equal.hpp
value_of.hpp
inv_logit.hpp
stan::VectorView
VectorView is a template metaprogram that takes its argument and allows it to be used like a vector...
Definition: VectorView.hpp:41
stan::math::log_inv_logit
fvar< T > log_inv_logit(const fvar< T > &x)
Definition: log_inv_logit.hpp:15
stan::partials_return_type::type
boost::math::tools::promote_args< typename partials_type< typename scalar_type< T1 >::type >::type, typename partials_type< typename scalar_type< T2 >::type >::type, typename partials_type< typename scalar_type< T3 >::type >::type, typename partials_type< typename scalar_type< T4 >::type >::type, typename partials_type< typename scalar_type< T5 >::type >::type, typename partials_type< typename scalar_type< T6 >::type >::type >::type type
Definition: partials_return_type.hpp:26
stan::math::binomial_logit_log
return_type< T_prob >::type binomial_logit_log(const T_n &n, const T_N &N, const T_prob &alpha)
Definition: binomial_logit_log.hpp:37
check_consistent_sizes.hpp

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