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poisson_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_HPP
3
4 #include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
5 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
6 #include <stan/math/prim/scal/err/check_less.hpp>
7 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
8 #include <stan/math/prim/scal/err/check_not_nan.hpp>
9 #include <stan/math/prim/scal/fun/constants.hpp>
10 #include <stan/math/prim/scal/fun/multiply_log.hpp>
11 #include <stan/math/prim/scal/fun/gamma_q.hpp>
12 #include <stan/math/prim/scal/fun/value_of.hpp>
13 #include <stan/math/prim/scal/meta/include_summand.hpp>
14 #include <stan/math/prim/scal/meta/VectorView.hpp>
15 #include <boost/math/special_functions/fpclassify.hpp>
16 #include <boost/random/poisson_distribution.hpp>
17 #include <boost/random/variate_generator.hpp>
18 #include <limits>
19
20 namespace stan {
21
22 namespace math {
23
24 // Poisson(n|lambda) [lambda > 0; n >= 0]
25 template <bool propto, typename T_n, typename T_rate>
26 typename return_type<T_rate>::type
27 poisson_log(const T_n& n, const T_rate& lambda) {
28 typedef typename stan::partials_return_type<T_n, T_rate>::type
29 T_partials_return;
30
31 static const char* function("stan::math::poisson_log");
32
33 using boost::math::lgamma;
34 using stan::math::check_consistent_sizes;
35 using stan::math::check_not_nan;
36 using stan::math::check_nonnegative;
37 using stan::math::include_summand;
38 using stan::math::value_of;
39
40 // check if any vectors are zero length
41 if (!(stan::length(n)
42 && stan::length(lambda)))
43 return 0.0;
44
45 // set up return value accumulator
46 T_partials_return logp(0.0);
47
48 // validate args
49 check_nonnegative(function, "Random variable", n);
50 check_not_nan(function, "Rate parameter", lambda);
51 check_nonnegative(function, "Rate parameter", lambda);
52 check_consistent_sizes(function,
53 "Random variable", n,
54 "Rate parameter", lambda);
55
56 // check if no variables are involved and prop-to
57 if (!include_summand<propto, T_rate>::value)
58 return 0.0;
59
60 // set up expression templates wrapping scalars/vecs into vector views
61 VectorView<const T_n> n_vec(n);
62 VectorView<const T_rate> lambda_vec(lambda);
63 size_t size = max_size(n, lambda);
64
65 for (size_t i = 0; i < size; i++)
66 if (boost::math::isinf(lambda_vec[i]))
67 return LOG_ZERO;
68 for (size_t i = 0; i < size; i++)
69 if (lambda_vec[i] == 0 && n_vec[i] != 0)
70 return LOG_ZERO;
71
72 // return accumulator with gradients
73 OperandsAndPartials<T_rate> operands_and_partials(lambda);
74
75 using stan::math::multiply_log;
76 for (size_t i = 0; i < size; i++) {
77 if (!(lambda_vec[i] == 0 && n_vec[i] == 0)) {
78 if (include_summand<propto>::value)
79 logp -= lgamma(n_vec[i] + 1.0);
80 if (include_summand<propto, T_rate>::value)
81 logp += multiply_log(n_vec[i], value_of(lambda_vec[i]))
82 - value_of(lambda_vec[i]);
83 }
84
85 // gradients
86 if (!is_constant_struct<T_rate>::value)
87 operands_and_partials.d_x1[i]
88 += n_vec[i] / value_of(lambda_vec[i]) - 1.0;
89 }
90
91
92 return operands_and_partials.to_var(logp, lambda);
93 }
94
95 template <typename T_n,
96 typename T_rate>
97 inline
98 typename return_type<T_rate>::type
99 poisson_log(const T_n& n, const T_rate& lambda) {
100 return poisson_log<false>(n, lambda);
101 }
102 }
103 }
104 #endif
check_not_nan.hpp
stan::math::lgamma
fvar< T > lgamma(const fvar< T > &x)
Definition: lgamma.hpp:15
stan::math::check_not_nan
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
Definition: check_not_nan.hpp:63
stan::math::value_of
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
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::LOG_ZERO
const double LOG_ZERO
Definition: constants.hpp:175
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
gamma_q.hpp
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
VectorView.hpp
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
boost::math::isinf
bool isinf(const stan::math::var &v)
Checks if the given number is infinite.
Definition: boost_isinf.hpp:22
stan::math::OperandsAndPartials
A variable implementation that stores operands and derivatives with respect to the variable...
Definition: OperandsAndPartials.hpp:238
OperandsAndPartials.hpp
stan::math::poisson_log
return_type< T_rate >::type poisson_log(const T_n &n, const T_rate &lambda)
Definition: poisson_log.hpp:27
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
stan::math::multiply_log
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
Definition: multiply_log.hpp:15
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
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
value_of.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::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
check_less.hpp
check_consistent_sizes.hpp

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