Stan Math Library  2.14.0
reverse mode automatic differentiation
uniform_lpdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LPDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_UNIFORM_LPDF_HPP
3 
15 #include <boost/random/uniform_real_distribution.hpp>
16 #include <boost/random/variate_generator.hpp>
17 #include <cmath>
18 
19 namespace stan {
20  namespace math {
21 
43  template <bool propto,
44  typename T_y, typename T_low, typename T_high>
46  uniform_lpdf(const T_y& y, const T_low& alpha, const T_high& beta) {
47  static const char* function("uniform_lpdf");
49  T_partials_return;
50 
51  using std::log;
52 
53  if (!(stan::length(y)
54  && stan::length(alpha)
55  && stan::length(beta)))
56  return 0.0;
57 
58  T_partials_return logp(0.0);
59  check_not_nan(function, "Random variable", y);
60  check_finite(function, "Lower bound parameter", alpha);
61  check_finite(function, "Upper bound parameter", beta);
62  check_greater(function, "Upper bound parameter", beta, alpha);
63  check_consistent_sizes(function,
64  "Random variable", y,
65  "Lower bound parameter", alpha,
66  "Upper bound parameter", beta);
67 
69  return 0.0;
70 
71  VectorView<const T_y> y_vec(y);
72  VectorView<const T_low> alpha_vec(alpha);
73  VectorView<const T_high> beta_vec(beta);
74  size_t N = max_size(y, alpha, beta);
75 
76  for (size_t n = 0; n < N; n++) {
77  const T_partials_return y_dbl = value_of(y_vec[n]);
78  if (y_dbl < value_of(alpha_vec[n])
79  || y_dbl > value_of(beta_vec[n]))
80  return LOG_ZERO;
81  }
82 
84  T_partials_return, T_low, T_high>
85  inv_beta_minus_alpha(max_size(alpha, beta));
86  for (size_t i = 0; i < max_size(alpha, beta); i++)
88  inv_beta_minus_alpha[i]
89  = 1.0 / (value_of(beta_vec[i]) - value_of(alpha_vec[i]));
90 
92  T_partials_return, T_low, T_high>
93  log_beta_minus_alpha(max_size(alpha, beta));
94  for (size_t i = 0; i < max_size(alpha, beta); i++)
96  log_beta_minus_alpha[i]
97  = log(value_of(beta_vec[i]) - value_of(alpha_vec[i]));
98 
100  operands_and_partials(y, alpha, beta);
101  for (size_t n = 0; n < N; n++) {
103  logp -= log_beta_minus_alpha[n];
104 
106  operands_and_partials.d_x2[n] += inv_beta_minus_alpha[n];
108  operands_and_partials.d_x3[n] -= inv_beta_minus_alpha[n];
109  }
110  return operands_and_partials.value(logp);
111  }
112 
113  template <typename T_y, typename T_low, typename T_high>
114  inline
116  uniform_lpdf(const T_y& y, const T_low& alpha, const T_high& beta) {
117  return uniform_lpdf<false>(y, alpha, beta);
118  }
119 
120  }
121 }
122 #endif
VectorView< T_return_type, false, true > d_x2
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
return_type< T_y, T_low, T_high >::type uniform_lpdf(const T_y &y, const T_low &alpha, const T_high &beta)
The log of a uniform density for the given y, lower, and upper bound.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
const double LOG_ZERO
Definition: constants.hpp:172
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
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
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
This class builds partial derivatives with respect to a set of operands.
VectorView< T_return_type, false, true > d_x3
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder allocates type T1 values to be used as intermediate values.
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.
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
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.
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

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