typename boost::math::tools::promote_args<T_prob>::type
categorical_logit_log(const std::vector<int>& ns,
const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
beta) {
static const char* function("categorical_logit_log");
for (size_t k = 0; k < ns.size(); ++k)
check_bounded(function, "categorical outcome out of support",
ns[k], 1, beta.size());
check_finite(function, "log odds parameter", beta);
if (!include_summand<propto, T_prob>::value)
return 0.0;
if (ns.size() == 0)
return 0.0;
Eigen::Matrix<T_prob, Eigen::Dynamic, 1> log_softmax_beta
= log_softmax(beta);
// FIXME: replace with more efficient sum()
Eigen::Matrix<typename boost::math::tools::promote_args<T_prob>::type,
Eigen::Dynamic, 1> results(ns.size());
for (size_t i = 0; i < ns.size(); ++i)
results[i] = log_softmax_beta(ns[i] - 1);
return sum(results);
}
inline bool check_bounded(const char* function,
const T_y& y,
const T_low& low,
const T_high& high,
const char* name,
T_result* result) {
return check_bounded(function,y,low,high,name,result,default_policy());
}
typename boost::math::tools::promote_args<T_prob>::type
categorical_logit_log(int n,
const Eigen::Matrix<T_prob, Eigen::Dynamic, 1>&
beta) {
static const char* function("categorical_logit_log");
check_bounded(function, "categorical outcome out of support", n,
1, beta.size());
check_finite(function, "log odds parameter", beta);
if (!include_summand<propto, T_prob>::value)
return 0.0;
// FIXME: wasteful vs. creating term (n-1) if not vectorized
return beta(n-1) - log_sum_exp(beta); // == log_softmax(beta)(n-1);
}
