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poisson_log cdfs #90

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@syclik

From @bob-carpenter on April 29, 2015 13:47

Requested by Henrik Mannerström on stan-users:

Add:

  • poisson_log_cdf
  • poisson_log_cdf_log
  • poisson_log_ccdf_log

And then we can do truncations.

Copied from original issue: stan-dev/stan#1432

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  1. syclik commented on Jul 6, 2015

    @syclik
    MemberAuthor

    From @betanalpha on April 29, 2015 14:6

    There’s no computational benefit to having inputs on the log scale for the CDFs as they’re typically given by transcendental functions and not amenable to the analytic simplifications the PDFs are.

  2. syclik commented on Jul 6, 2015

    @syclik
    MemberAuthor

    From @bob-carpenter on April 29, 2015 14:18

    Even if there's no computational benefit, it's conceptually cleaner to have them match, and it also allows people to write truncated models, as in:

      y ~ poisson_log(alpha) T[3,];
    

    So even a simple implementation in terms of just exp() transforming the alpha argument would be worth adding for convenience.

  3. added this to the milestone on Aug 18, 2016
  4. bob-carpenter commented on Oct 12, 2016

    @bob-carpenter
    Member

    The library should continue with the _log convention, then
    we'll change them all in one big pull request. The code
    generator isn't set up to understand built in _lpdfs yet.

    • Bob

    On Oct 12, 2016, at 3:46 PM, thelseraphim notifications@github.com wrote:

    Question: in the stan manual at E.6 it says we're moving from say, poisson_cdf_log to poisson_lcdf etc.

    It seems like this happened in the stan language as of 2.10 but not at all in the math library. Advice on how to proceed?

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