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poisson_log_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_LOG_HPP
3 
16 #include <boost/math/special_functions/fpclassify.hpp>
17 #include <boost/random/poisson_distribution.hpp>
18 #include <boost/random/variate_generator.hpp>
19 #include <cmath>
20 #include <limits>
21 
22 namespace stan {
23 
24  namespace math {
25 
26  // PoissonLog(n|alpha) [n >= 0] = Poisson(n|exp(alpha))
27  template <bool propto,
28  typename T_n, typename T_log_rate>
29  typename return_type<T_log_rate>::type
30  poisson_log_log(const T_n& n, const T_log_rate& alpha) {
32  T_partials_return;
33 
34  static const char* function("stan::math::poisson_log_log");
35 
36  using boost::math::lgamma;
42  using std::exp;
43  using std::exp;
44 
45  // check if any vectors are zero length
46  if (!(stan::length(n)
47  && stan::length(alpha)))
48  return 0.0;
49 
50  // set up return value accumulator
51  T_partials_return logp(0.0);
52 
53  // validate args
54  check_nonnegative(function, "Random variable", n);
55  check_not_nan(function, "Log rate parameter", alpha);
56  check_consistent_sizes(function,
57  "Random variable", n,
58  "Log rate parameter", alpha);
59 
60  // check if no variables are involved and prop-to
62  return 0.0;
63 
64  // set up expression templates wrapping scalars/vecs into vector views
65  VectorView<const T_n> n_vec(n);
66  VectorView<const T_log_rate> alpha_vec(alpha);
67  size_t size = max_size(n, alpha);
68 
69  // FIXME: first loop size of alpha_vec, second loop if-ed for size==1
70  for (size_t i = 0; i < size; i++)
71  if (std::numeric_limits<double>::infinity() == alpha_vec[i])
72  return LOG_ZERO;
73  for (size_t i = 0; i < size; i++)
74  if (-std::numeric_limits<double>::infinity() == alpha_vec[i]
75  && n_vec[i] != 0)
76  return LOG_ZERO;
77 
78  // return accumulator with gradients
79  OperandsAndPartials<T_log_rate> operands_and_partials(alpha);
80 
81  // FIXME: cache value_of for alpha_vec? faster if only one?
83  T_partials_return, T_log_rate>
84  exp_alpha(length(alpha));
85  for (size_t i = 0; i < length(alpha); i++)
87  exp_alpha[i] = exp(value_of(alpha_vec[i]));
88 
90  for (size_t i = 0; i < size; i++) {
91  if (!(alpha_vec[i] == -std::numeric_limits<double>::infinity()
92  && n_vec[i] == 0)) {
94  logp -= lgamma(n_vec[i] + 1.0);
96  logp += n_vec[i] * value_of(alpha_vec[i]) - exp_alpha[i];
97  }
98 
99  // gradients
101  operands_and_partials.d_x1[i] += n_vec[i] - exp_alpha[i];
102  }
103  return operands_and_partials.to_var(logp, alpha);
104  }
105 
106  template <typename T_n,
107  typename T_log_rate>
108  inline
110  poisson_log_log(const T_n& n, const T_log_rate& alpha) {
111  return poisson_log_log<false>(n, alpha);
112  }
113  }
114 }
115 #endif
return_type< T_log_rate >::type poisson_log_log(const T_n &n, const T_log_rate &alpha)
fvar< T > lgamma(const fvar< T > &x)
Definition: lgamma.hpp:15
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
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)
const double LOG_ZERO
Definition: constants.hpp:175
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
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
A variable implementation that stores operands and derivatives with respect to the variable...
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
int size(const std::vector< T > &x)
Definition: size.hpp:11
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.
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
VectorView is a template metaprogram that takes its argument and allows it to be used like a vector...
Definition: VectorView.hpp:41
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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