uniform_lcdf.hpp
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#ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LCDF_HPP
#define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LCDF_HPP
#include <stan/math/prim/scal/meta/is_constant_struct.hpp>
#include <stan/math/prim/scal/meta/partials_return_type.hpp>
#include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
#include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
#include <stan/math/prim/scal/err/check_finite.hpp>
#include <stan/math/prim/scal/err/check_greater.hpp>
#include <stan/math/prim/scal/err/check_not_nan.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/fun/value_of.hpp>
#include <stan/math/prim/scal/meta/VectorBuilder.hpp>
#include <stan/math/prim/scal/meta/include_summand.hpp>
#include <boost/random/uniform_real_distribution.hpp>
#include <boost/random/variate_generator.hpp>
#include <cmath>
namespace stan {
namespace math {
template <typename T_y, typename T_low, typename T_high>
typename return_type<T_y, T_low, T_high>::type
uniform_lcdf(const T_y& y, const T_low& alpha, const T_high& beta) {
static const char* function("uniform_lcdf");
typedef typename stan::partials_return_type<T_y, T_low, T_high>::type
T_partials_return;
using std::log;
if (!(stan::length(y)
&& stan::length(alpha)
&& stan::length(beta)))
return 0.0;
T_partials_return cdf_log(0.0);
check_not_nan(function, "Random variable", y);
check_finite(function, "Lower bound parameter", alpha);
check_finite(function, "Upper bound parameter", beta);
check_greater(function, "Upper bound parameter", beta, alpha);
check_consistent_sizes(function,
"Random variable", y,
"Lower bound parameter", alpha,
"Upper bound parameter", beta);
VectorView<const T_y> y_vec(y);
VectorView<const T_low> alpha_vec(alpha);
VectorView<const T_high> beta_vec(beta);
size_t N = max_size(y, alpha, beta);
OperandsAndPartials<T_y, T_low, T_high>
operands_and_partials(y, alpha, beta);
for (size_t n = 0; n < N; n++) {
const T_partials_return y_dbl = value_of(y_vec[n]);
if (y_dbl < value_of(alpha_vec[n])
|| y_dbl > value_of(beta_vec[n]))
return negative_infinity();
if (y_dbl == value_of(beta_vec[n]))
return operands_and_partials.value(0.0);
}
for (size_t n = 0; n < N; n++) {
const T_partials_return y_dbl = value_of(y_vec[n]);
const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
const T_partials_return beta_dbl = value_of(beta_vec[n]);
const T_partials_return b_min_a = beta_dbl - alpha_dbl;
const T_partials_return cdf_log_ = (y_dbl - alpha_dbl) / b_min_a;
cdf_log += log(cdf_log_);
if (!is_constant_struct<T_y>::value)
operands_and_partials.d_x1[n] += 1.0 / b_min_a / cdf_log_;
if (!is_constant_struct<T_low>::value)
operands_and_partials.d_x2[n] += (y_dbl - beta_dbl) / b_min_a
/ b_min_a / cdf_log_;
if (!is_constant_struct<T_high>::value)
operands_and_partials.d_x3[n] -= 1.0 / b_min_a;
}
return operands_and_partials.value(cdf_log);
}
}
}
#endif
check_not_nan.hpp
stan::math::OperandsAndPartials::d_x2
VectorView< T_return_type, false, true > d_x2
Definition: OperandsAndPartials.hpp:39
stan::math::check_finite
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
Definition: check_finite.hpp:57
stan
Definition: log_sum_exp.hpp:8
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::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
stan::math::OperandsAndPartials::value
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
Definition: OperandsAndPartials.hpp:67
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
is_constant_struct.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
include_summand.hpp
check_greater.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:13
stan::math::check_not_nan
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
Definition: check_not_nan.hpp:57
stan::math::OperandsAndPartials
This class builds partial derivatives with respect to a set of operands.
Definition: OperandsAndPartials.hpp:37
stan::math::OperandsAndPartials::d_x3
VectorView< T_return_type, false, true > d_x3
Definition: OperandsAndPartials.hpp:40
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder.hpp
partials_return_type.hpp
OperandsAndPartials.hpp
stan::math::uniform_lcdf
return_type< T_y, T_low, T_high >::type uniform_lcdf(const T_y &y, const T_low &alpha, const T_high &beta)
Definition: uniform_lcdf.hpp:24
constants.hpp
check_finite.hpp
stan::math::check_greater
void check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Check if y is strictly greater than low.
Definition: check_greater.hpp:78
value_of.hpp
stan::VectorView
VectorView is a template expression that is constructed with a container or scalar, which it then allows to be used as an array using operator[].
Definition: VectorView.hpp:48
stan::math::check_consistent_sizes
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
Definition: check_consistent_sizes.hpp:30
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::OperandsAndPartials::d_x1
VectorView< T_return_type, false, true > d_x1
Definition: OperandsAndPartials.hpp:38
stan::math::negative_infinity
double negative_infinity()
Return negative infinity.
Definition: constants.hpp:130

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