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bernoulli_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BERNOULLI_CDF_HPP
3
4 #include <boost/random/bernoulli_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_not_nan.hpp>
11 #include <stan/math/prim/scal/fun/constants.hpp>
12 #include <stan/math/prim/scal/fun/inv_logit.hpp>
13 #include <stan/math/prim/scal/fun/log1m.hpp>
14 #include <stan/math/prim/scal/fun/value_of.hpp>
15 #include <stan/math/prim/scal/meta/include_summand.hpp>
16
17 namespace stan {
18
19 namespace math {
20
21 // Bernoulli CDF
22 template <typename T_n, typename T_prob>
23 typename return_type<T_prob>::type
24 bernoulli_cdf(const T_n& n, const T_prob& theta) {
25 static const char* function("stan::math::bernoulli_cdf");
26 typedef typename stan::partials_return_type<T_n, T_prob>::type
27 T_partials_return;
28
29 using stan::math::check_finite;
30 using stan::math::check_bounded;
31 using stan::math::check_consistent_sizes;
32 using stan::math::include_summand;
33
34 // Ensure non-zero argument lenghts
35 if (!(stan::length(n) && stan::length(theta)))
36 return 1.0;
37
38 T_partials_return P(1.0);
39
40 // Validate arguments
41 check_finite(function, "Probability parameter", theta);
42 check_bounded(function, "Probability parameter", theta, 0.0, 1.0);
43 check_consistent_sizes(function,
44 "Random variable", n,
45 "Probability parameter", theta);
46
47 // set up template expressions wrapping scalars into vector views
48 VectorView<const T_n> n_vec(n);
49 VectorView<const T_prob> theta_vec(theta);
50 size_t size = max_size(n, theta);
51
52 // Compute vectorized CDF and gradient
53 using stan::math::value_of;
54 OperandsAndPartials<T_prob> operands_and_partials(theta);
55
56 // Explicit return for extreme values
57 // The gradients are technically ill-defined, but treated as zero
58 for (size_t i = 0; i < stan::length(n); i++) {
59 if (value_of(n_vec[i]) < 0)
60 return operands_and_partials.to_var(0.0, theta);
61 }
62
63 for (size_t i = 0; i < size; i++) {
64 // Explicit results for extreme values
65 // The gradients are technically ill-defined, but treated as zero
66 if (value_of(n_vec[i]) >= 1)
67 continue;
68
69 const T_partials_return Pi = 1 - value_of(theta_vec[i]);
70
71 P *= Pi;
72
73 if (!is_constant_struct<T_prob>::value)
74 operands_and_partials.d_x1[i] += - 1 / Pi;
75 }
76
77 if (!is_constant_struct<T_prob>::value) {
78 for (size_t i = 0; i < stan::length(theta); ++i)
79 operands_and_partials.d_x1[i] *= P;
80 }
81 return operands_and_partials.to_var(P, theta);
82 }
83
84 } // namespace math
85 } // namespace stan
86 #endif
check_not_nan.hpp
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::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
stan::math::bernoulli_cdf
return_type< T_prob >::type bernoulli_cdf(const T_n &n, const T_prob &theta)
Definition: bernoulli_cdf.hpp:24
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
include_summand.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
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
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
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
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
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::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_consistent_sizes.hpp

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