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uniform_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_CDF_HPP
3
4 #include <boost/random/uniform_real_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_finite.hpp>
9 #include <stan/math/prim/scal/err/check_greater.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/value_of.hpp>
13 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
14 #include <stan/math/prim/scal/meta/include_summand.hpp>
15
16 namespace stan {
17
18 namespace math {
19
20 template <typename T_y, typename T_low, typename T_high>
21 typename return_type<T_y, T_low, T_high>::type
22 uniform_cdf(const T_y& y, const T_low& alpha, const T_high& beta) {
23 static const char* function("stan::math::uniform_cdf");
24 typedef typename stan::partials_return_type<T_y, T_low, T_high>::type
25 T_partials_return;
26
27 using stan::math::check_not_nan;
28 using stan::math::check_finite;
29 using stan::math::check_greater;
30 using stan::math::value_of;
31 using stan::math::check_consistent_sizes;
32
33 // check if any vectors are zero length
34 if (!(stan::length(y)
35 && stan::length(alpha)
36 && stan::length(beta)))
37 return 1.0;
38
39 // set up return value accumulator
40 T_partials_return cdf(1.0);
41 check_not_nan(function, "Random variable", y);
42 check_finite(function, "Lower bound parameter", alpha);
43 check_finite(function, "Upper bound parameter", beta);
44 check_greater(function, "Upper bound parameter", beta, alpha);
45 check_consistent_sizes(function,
46 "Random variable", y,
47 "Lower bound parameter", alpha,
48 "Upper bound parameter", beta);
49
50 VectorView<const T_y> y_vec(y);
51 VectorView<const T_low> alpha_vec(alpha);
52 VectorView<const T_high> beta_vec(beta);
53 size_t N = max_size(y, alpha, beta);
54
55 for (size_t n = 0; n < N; n++) {
56 const T_partials_return y_dbl = value_of(y_vec[n]);
57 if (y_dbl < value_of(alpha_vec[n])
58 || y_dbl > value_of(beta_vec[n]))
59 return 0.0;
60 }
61
62 OperandsAndPartials<T_y, T_low, T_high>
63 operands_and_partials(y, alpha, beta);
64 for (size_t n = 0; n < N; n++) {
65 const T_partials_return y_dbl = value_of(y_vec[n]);
66 const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
67 const T_partials_return beta_dbl = value_of(beta_vec[n]);
68 const T_partials_return b_min_a = beta_dbl - alpha_dbl;
69 const T_partials_return cdf_ = (y_dbl - alpha_dbl) / b_min_a;
70
71 // cdf
72 cdf *= cdf_;
73
74 // gradients
75 if (!is_constant_struct<T_y>::value)
76 operands_and_partials.d_x1[n] += 1.0 / b_min_a / cdf_;
77 if (!is_constant_struct<T_low>::value)
78 operands_and_partials.d_x2[n] += (y_dbl - beta_dbl) / b_min_a
79 / b_min_a / cdf_;
80 if (!is_constant_struct<T_high>::value)
81 operands_and_partials.d_x3[n] -= 1.0 / b_min_a;
82 }
83
84 if (!is_constant_struct<T_y>::value) {
85 for (size_t n = 0; n < stan::length(y); ++n)
86 operands_and_partials.d_x1[n] *= cdf;
87 }
88 if (!is_constant_struct<T_low>::value) {
89 for (size_t n = 0; n < stan::length(alpha); ++n)
90 operands_and_partials.d_x2[n] *= cdf;
91 }
92 if (!is_constant_struct<T_high>::value) {
93 for (size_t n = 0; n < stan::length(beta); ++n)
94 operands_and_partials.d_x3[n] *= cdf;
95 }
96
97 return operands_and_partials.to_var(cdf, y, alpha, beta);
98 }
99 }
100 }
101 #endif
check_not_nan.hpp
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
include_summand.hpp
check_greater.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::d_x3
VectorView< T_partials_return, is_vector< T3 >::value, is_constant_struct< T3 >::value > d_x3
Definition: OperandsAndPartials.hpp:259
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
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::uniform_cdf
return_type< T_y, T_low, T_high >::type uniform_cdf(const T_y &y, const T_low &alpha, const T_high &beta)
Definition: uniform_cdf.hpp:22
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
stan::math::OperandsAndPartials::d_x2
VectorView< T_partials_return, is_vector< T2 >::value, is_constant_struct< T2 >::value > d_x2
Definition: OperandsAndPartials.hpp:256
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_consistent_sizes.hpp
stan::math::check_greater
bool check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Return true if y is strictly greater than low.
Definition: check_greater.hpp:84

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