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commonfunc.stan
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// DO NOT EDIT THIS FILE DIRECTLY. It is created by make_commonfunc_stan.py.
// ========================================================================
// Common functions
// ========================================================================
/*
Reminders:
- Annoyingly, you can't modify arguments to Stan user-defined functions.
(No pass-by-reference.)
- size() doesn't work on a plain "vector". Use num_elements().
- Array/vector indexing is 1-based.
- The addition-assignment (+=) operator generally doesn't work (it
appears to be reserved for the one variable "target += ...").
Similarly for all others you might expect.
- Can't define constants in a functions{} block.
*/
// ------------------------------------------------------------------------
// Simple functions
// ------------------------------------------------------------------------
real softmaxNth(vector softmax_inputs, int index)
{
/*
For softmax: see my miscstat.R; the important points for
optimization are (1) that softmax is invariant to the addition/
subtraction of a constant, and subtracting the mean makes the
numbers less likely to fall over computationally; (2) we only
need the final part of the computation for a single number
(preference for the right), so we don't have to waste time
vector-calculating the preference for the left as well [that is:
we don't have to calculate s_exp_products / sum(s_exp_products)].
Since Stan 2.0.0, the alternative is to use softmax(); see
stan/math/fwd/mat/fun/softmax.hpp. Not sure which is faster, or
whether it really matters.
*/
int length = num_elements(softmax_inputs);
vector[length] s_exp_products;
if (index < 1 || index > length) {
reject("softmaxNth(): index is ", index,
" but must be in range 1-", length);
}
s_exp_products = exp(softmax_inputs - mean(softmax_inputs));
return s_exp_products[index] / sum(s_exp_products);
}
real softmaxNthInvTemp(vector softmax_inputs, real inverse_temp, int index)
{
int length = num_elements(softmax_inputs);
vector[length] s_exp_products;
if (index < 1 || index > length) {
reject("softmaxNthInvTemp(): index is ", index,
" but must be in range 1-", length);
}
s_exp_products = exp(softmax_inputs * inverse_temp - mean(softmax_inputs));
return s_exp_products[index] / sum(s_exp_products);
}
real logistic(real x, real x0, real k, real L)
{
// Notation as per https://en.wikipedia.org/wiki/Logistic_function
// x0: centre
// k: steepness
// L: maximum (usually 1)
return L / (1 + exp(-k * (x - x0)));
}
real bound(real x, real min_value, real max_value)
{
// We should simply be able to do this:
// return max(min_value, min(x, max_value));
// ... but Stan doesn't have max(real, real) or
// min(real, real) functions!
if (x < min_value) {
return min_value;
} else if (x > max_value) {
return max_value;
} else {
return x;
}
}
real boundLower(real x, real min_value)
{
// a.k.a. max()
if (x < min_value) {
return min_value;
} else {
return x;
}
}
real boundUpper(real x, real max_value)
{
// a.k.a. min()
if (x > max_value) {
return max_value;
} else {
return x;
}
}
// ------------------------------------------------------------------------
// LOG PROBABILITY FUNCTIONS FOR BRIDGE SAMPLING
// ------------------------------------------------------------------------
/*
We can have functions that access the log probability accumulator
if the function name ends in '_lp'; see Stan manual section 23.3.
RE ARGUMENTS:
The Stan manual uses notation like
real normal_lpdf(reals y | reals mu, reals sigma)
but "reals" isn't something you can actually use in user functions.
See p495:
"reals" means:
real
real[]
vector
row_vector
"ints" means
int
int[]
Moreover, you can't define two copies of the same function with
different names (23.6: no overloading of user-defined functions).
For real arguments, the options are therefore:
real
real[] // one-dimensional array
real[,] // two-dimensional array
vector // vector, similar to a one-dimensional array.
matrix // matrix, similar to a two-dimensional array.
See p297 of the 2017 Stan manual, and also p319.
Which do we use in practice?
- Firstly, we use single numbers or one-dimensional collections,
and generally the latter. So that means real[] or vector.
- We use both.
- So let's have "Real", "Arr" and "Vec" versions.
- Then, to make things worse, we sometimes have constant parameters,
and sometimes array/vector parameters...
- For something with two distribution parameters, like the normal
distribution and many others, that means that we have 3*3*3 combinations
for each thing. Urgh. Stan should allow user overloading ;).
- Let's do it and define "R", "A", "2", "V" for the parameters
- Except we won't be returning R unless it's RRR!
- Last thing cycles fastest.
So:
RRR
-- nothing else R*
ARA
ARV
AAR
AAA
AAV
AVR
AVA
AVV
2RR
...
VRA
VRV
VAR
VAA
VAV
VVR
VVA
VVV
RE SAMPLING TWO-DIMENSIONAL ARRAYS:
You can't sample an entire matrix or 2D array; you have do to it row-wise.
- This isn't very clear in the manual, as far as I can see.
- The definition of e.g. beta_lpdf() is in terms of "reals", which
probably means a vector or array of real.
- Section 9.6 ("Multi-logit regression") of the Stan manual v2.16.0
gives an example where one would use a matrix sampling statement but
they don't.
- But it is explicit in the sense that they define what they mean by
"reals", as above, and that doesn't include 2D arrays.
- Better to move the boilerplate code here than in user land, though.
RE TWO-DIMENSIONAL ARRAYS:
real thing[N_A, N_B];
// One way to iterate through all elements:
for (a in 1:N_A) {
for (b in 1:N_B) {
do_something(thing[a, b]);
}
}
// NOT another way to iterate through all elements:
for (i in 1:num_elements(thing)) {
do_something(thing[i]); // A BUG, because b[1] is a real[], not a real
}
So for some functions we want real[,]... let's give this the one-character
notation "2" (for 2D array).
Now:
num_elements() gives the total, in this case N_A * N_B;
size() gives the size of first dimension, in this case N_A;
dims() gives all dimensions, in this case an int[] containing {N_A, N_B}.
RE ARITHMETIC:
Note that we cannot do:
real * real[]
vector * vector
*/
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Helper functions for boundary checking
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// See Stan (2017) manual p82.
// These are internal functions that ASSUME size match.
// We can't use a leading "_" prefix on function names (Stan syntax error).
// Lower
void enforceLowerBound_R_lp(real y, real lower)
{
if (y < lower) {
target += negative_infinity();
}
}
void enforceLowerBound_A_lp(real[] y, real lower)
{
int length = num_elements(y);
for (i in 1:length) {
if (y[i] < lower) {
target += negative_infinity();
}
}
}
void enforceLowerBound_2_lp(real[,] y, real lower)
{
int dimensions[2] = dims(y);
int nrows = dimensions[1];
int ncols = dimensions[2];
for (i in 1:nrows) {
for (j in 1:ncols) {
if (y[i, j] < lower) {
target += negative_infinity();
}
}
}
}
void enforceLowerBound_V_lp(vector y, real lower)
{
int length = num_elements(y);
for (i in 1:length) {
if (y[i] < lower) {
target += negative_infinity();
}
}
}
// Upper
void enforceUpperBound_R_lp(real y, real upper)
{
if (y > upper) {
target += negative_infinity();
}
}
void enforceUpperBound_A_lp(real[] y, real upper)
{
int length = num_elements(y);
for (i in 1:length) {
if (y[i] > upper) {
target += negative_infinity();
}
}
}
void enforceUpperBound_2_lp(real[,] y, real upper)
{
int dimensions[2] = dims(y);
int nrows = dimensions[1];
int ncols = dimensions[2];
for (i in 1:nrows) {
for (j in 1:ncols) {
if (y[i, j] > upper) {
target += negative_infinity();
}
}
}
}
void enforceUpperBound_V_lp(vector y, real upper)
{
int length = num_elements(y);
for (i in 1:length) {
if (y[i] > upper) {
target += negative_infinity();
}
}
}
// Range
void enforceRangeBounds_R_lp(real y, real lower, real upper)
{
if (y < lower || y > upper) {
target += negative_infinity();
}
}
void enforceRangeBounds_A_lp(real[] y, real lower, real upper)
{
int length = num_elements(y);
for (i in 1:length) {
if (y[i] < lower || y[i] > upper) {
target += negative_infinity();
}
}
}
void enforceRangeBounds_2_lp(real[,] y, real lower, real upper)
{
int dimensions[2] = dims(y);
int nrows = dimensions[1];
int ncols = dimensions[2];
for (i in 1:nrows) {
for (j in 1:ncols) {
if (y[i, j] < lower || y[i, j] > upper) {
target += negative_infinity();
}
}
}
}
void enforceRangeBounds_V_lp(vector y, real lower, real upper)
{
int length = num_elements(y);
for (i in 1:length) {
if (y[i] < lower || y[i] > upper) {
target += negative_infinity();
}
}
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Normal distribution
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Sampling
void sampleNormal_RRR_lp(real y, real mu, real sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_ARR_lp(real[] y, real mu, real sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_ARA_lp(real[] y, real mu, real[] sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_ARV_lp(real[] y, real mu, vector sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_AAR_lp(real[] y, real[] mu, real sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_AAA_lp(real[] y, real[] mu, real[] sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_AAV_lp(real[] y, real[] mu, vector sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_AVR_lp(real[] y, vector mu, real sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_AVA_lp(real[] y, vector mu, real[] sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_AVV_lp(real[] y, vector mu, vector sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_2RR_lp(real[,] y, real mu, real sigma)
{
int nrows = size(y);
for (i in 1:nrows) {
target += normal_lpdf(y[i] | mu, sigma);
}
}
void sampleNormal_VRR_lp(vector y, real mu, real sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_VRA_lp(vector y, real mu, real[] sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_VRV_lp(vector y, real mu, vector sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_VAR_lp(vector y, real[] mu, real sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_VAA_lp(vector y, real[] mu, real[] sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_VAV_lp(vector y, real[] mu, vector sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_VVR_lp(vector y, vector mu, real sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_VVA_lp(vector y, vector mu, real[] sigma)
{
target += normal_lpdf(y | mu, sigma);
}
void sampleNormal_VVV_lp(vector y, vector mu, vector sigma)
{
target += normal_lpdf(y | mu, sigma);
}
// Sampling with lower bound
void sampleNormalLowerBound_RRR_lp(real y, real mu, real sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_R_lp(y, lower);
}
void sampleNormalLowerBound_ARR_lp(real[] y, real mu, real sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_A_lp(y, lower);
}
void sampleNormalLowerBound_ARA_lp(real[] y, real mu, real[] sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_A_lp(y, lower);
}
void sampleNormalLowerBound_ARV_lp(real[] y, real mu, vector sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_A_lp(y, lower);
}
void sampleNormalLowerBound_AAR_lp(real[] y, real[] mu, real sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_A_lp(y, lower);
}
void sampleNormalLowerBound_AAA_lp(real[] y, real[] mu, real[] sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_A_lp(y, lower);
}
void sampleNormalLowerBound_AAV_lp(real[] y, real[] mu, vector sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_A_lp(y, lower);
}
void sampleNormalLowerBound_AVR_lp(real[] y, vector mu, real sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_A_lp(y, lower);
}
void sampleNormalLowerBound_AVA_lp(real[] y, vector mu, real[] sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_A_lp(y, lower);
}
void sampleNormalLowerBound_AVV_lp(real[] y, vector mu, vector sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_A_lp(y, lower);
}
void sampleNormalLowerBound_2RR_lp(real[,] y, real mu, real sigma, real lower)
{
int nrows = size(y);
real correction = normal_lccdf(lower | mu, sigma);
for (i in 1:nrows) {
target += normal_lpdf(y[i] | mu, sigma) -
correction;
}
enforceLowerBound_2_lp(y, lower);
}
void sampleNormalLowerBound_VRR_lp(vector y, real mu, real sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_V_lp(y, lower);
}
void sampleNormalLowerBound_VRA_lp(vector y, real mu, real[] sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_V_lp(y, lower);
}
void sampleNormalLowerBound_VRV_lp(vector y, real mu, vector sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_V_lp(y, lower);
}
void sampleNormalLowerBound_VAR_lp(vector y, real[] mu, real sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_V_lp(y, lower);
}
void sampleNormalLowerBound_VAA_lp(vector y, real[] mu, real[] sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_V_lp(y, lower);
}
void sampleNormalLowerBound_VAV_lp(vector y, real[] mu, vector sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_V_lp(y, lower);
}
void sampleNormalLowerBound_VVR_lp(vector y, vector mu, real sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_V_lp(y, lower);
}
void sampleNormalLowerBound_VVA_lp(vector y, vector mu, real[] sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_V_lp(y, lower);
}
void sampleNormalLowerBound_VVV_lp(vector y, vector mu, vector sigma, real lower)
{
target += normal_lpdf(y | mu, sigma) -
normal_lccdf(lower | mu, sigma);
enforceLowerBound_V_lp(y, lower);
}
// Sampling with upper bound
void sampleNormalUpperBound_RRR_lp(real y, real mu, real sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_R_lp(y, upper);
}
void sampleNormalUpperBound_ARR_lp(real[] y, real mu, real sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_A_lp(y, upper);
}
void sampleNormalUpperBound_ARA_lp(real[] y, real mu, real[] sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_A_lp(y, upper);
}
void sampleNormalUpperBound_ARV_lp(real[] y, real mu, vector sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_A_lp(y, upper);
}
void sampleNormalUpperBound_AAR_lp(real[] y, real[] mu, real sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_A_lp(y, upper);
}
void sampleNormalUpperBound_AAA_lp(real[] y, real[] mu, real[] sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_A_lp(y, upper);
}
void sampleNormalUpperBound_AAV_lp(real[] y, real[] mu, vector sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_A_lp(y, upper);
}
void sampleNormalUpperBound_AVR_lp(real[] y, vector mu, real sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_A_lp(y, upper);
}
void sampleNormalUpperBound_AVA_lp(real[] y, vector mu, real[] sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_A_lp(y, upper);
}
void sampleNormalUpperBound_AVV_lp(real[] y, vector mu, vector sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_A_lp(y, upper);
}
void sampleNormalUpperBound_2RR_lp(real[,] y, real mu, real sigma, real upper)
{
int nrows = size(y);
real correction = normal_lcdf(upper | mu, sigma);
for (i in 1:nrows) {
target += normal_lpdf(y[i] | mu, sigma) -
correction;
}
enforceUpperBound_2_lp(y, upper);
}
void sampleNormalUpperBound_VRR_lp(vector y, real mu, real sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_V_lp(y, upper);
}
void sampleNormalUpperBound_VRA_lp(vector y, real mu, real[] sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_V_lp(y, upper);
}
void sampleNormalUpperBound_VRV_lp(vector y, real mu, vector sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_V_lp(y, upper);
}
void sampleNormalUpperBound_VAR_lp(vector y, real[] mu, real sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_V_lp(y, upper);
}
void sampleNormalUpperBound_VAA_lp(vector y, real[] mu, real[] sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_V_lp(y, upper);
}
void sampleNormalUpperBound_VAV_lp(vector y, real[] mu, vector sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_V_lp(y, upper);
}
void sampleNormalUpperBound_VVR_lp(vector y, vector mu, real sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_V_lp(y, upper);
}
void sampleNormalUpperBound_VVA_lp(vector y, vector mu, real[] sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_V_lp(y, upper);
}
void sampleNormalUpperBound_VVV_lp(vector y, vector mu, vector sigma, real upper)
{
target += normal_lpdf(y | mu, sigma) -
normal_lcdf(upper | mu, sigma);
enforceUpperBound_V_lp(y, upper);
}
// Sampling with range (lower and upper) bounds
void sampleNormalRangeBound_RRR_lp(real y, real mu, real sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_R_lp(y, lower, upper);
}
void sampleNormalRangeBound_ARR_lp(real[] y, real mu, real sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_A_lp(y, lower, upper);
}
void sampleNormalRangeBound_ARA_lp(real[] y, real mu, real[] sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_A_lp(y, lower, upper);
}
void sampleNormalRangeBound_ARV_lp(real[] y, real mu, vector sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_A_lp(y, lower, upper);
}
void sampleNormalRangeBound_AAR_lp(real[] y, real[] mu, real sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_A_lp(y, lower, upper);
}
void sampleNormalRangeBound_AAA_lp(real[] y, real[] mu, real[] sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_A_lp(y, lower, upper);
}
void sampleNormalRangeBound_AAV_lp(real[] y, real[] mu, vector sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_A_lp(y, lower, upper);
}
void sampleNormalRangeBound_AVR_lp(real[] y, vector mu, real sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_A_lp(y, lower, upper);
}
void sampleNormalRangeBound_AVA_lp(real[] y, vector mu, real[] sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_A_lp(y, lower, upper);
}
void sampleNormalRangeBound_AVV_lp(real[] y, vector mu, vector sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_A_lp(y, lower, upper);
}
void sampleNormalRangeBound_2RR_lp(real[,] y, real mu, real sigma, real lower, real upper)
{
int nrows = size(y);
real correction = log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
for (i in 1:nrows) {
target += normal_lpdf(y[i] | mu, sigma) -
correction;
}
enforceRangeBounds_2_lp(y, lower, upper);
}
void sampleNormalRangeBound_VRR_lp(vector y, real mu, real sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_V_lp(y, lower, upper);
}
void sampleNormalRangeBound_VRA_lp(vector y, real mu, real[] sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_V_lp(y, lower, upper);
}
void sampleNormalRangeBound_VRV_lp(vector y, real mu, vector sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_V_lp(y, lower, upper);
}
void sampleNormalRangeBound_VAR_lp(vector y, real[] mu, real sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_V_lp(y, lower, upper);
}
void sampleNormalRangeBound_VAA_lp(vector y, real[] mu, real[] sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_V_lp(y, lower, upper);
}
void sampleNormalRangeBound_VAV_lp(vector y, real[] mu, vector sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_V_lp(y, lower, upper);
}
void sampleNormalRangeBound_VVR_lp(vector y, vector mu, real sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_V_lp(y, lower, upper);
}
void sampleNormalRangeBound_VVA_lp(vector y, vector mu, real[] sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_V_lp(y, lower, upper);
}
void sampleNormalRangeBound_VVV_lp(vector y, vector mu, vector sigma, real lower, real upper)
{
target += normal_lpdf(y | mu, sigma) -
log_diff_exp(normal_lcdf(upper | mu, sigma),
normal_lcdf(lower | mu, sigma));
enforceRangeBounds_V_lp(y, lower, upper);
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Cauchy distribution
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Sampling
void sampleCauchy_RRR_lp(real y, real mu, real sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_ARR_lp(real[] y, real mu, real sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_ARA_lp(real[] y, real mu, real[] sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_ARV_lp(real[] y, real mu, vector sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_AAR_lp(real[] y, real[] mu, real sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_AAA_lp(real[] y, real[] mu, real[] sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_AAV_lp(real[] y, real[] mu, vector sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_AVR_lp(real[] y, vector mu, real sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_AVA_lp(real[] y, vector mu, real[] sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_AVV_lp(real[] y, vector mu, vector sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_2RR_lp(real[,] y, real mu, real sigma)
{
int nrows = size(y);
for (i in 1:nrows) {
target += cauchy_lpdf(y[i] | mu, sigma);
}
}
void sampleCauchy_VRR_lp(vector y, real mu, real sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_VRA_lp(vector y, real mu, real[] sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_VRV_lp(vector y, real mu, vector sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}
void sampleCauchy_VAR_lp(vector y, real[] mu, real sigma)
{
target += cauchy_lpdf(y | mu, sigma);
}