Comments (3)
bob-carpenter
commented on June 24, 2024
We do have a vectorized erf(), so a standard normal is just a factor of sqrt(2) away. Did you want the same signatures as we provide for erf()? That'd be
vector phi(vector);
row_vector phi(row_vector);
matrix phi(matrix);
real[] phi(real[]);
...There are other feature requests asking us to supply vectorized versions of all of our probability functions. They're useful for things like log likelihoods for leave-one-out cross-validation.
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rok-cesnovar
commented on June 24, 2024
The Phi function supports the following signatures in the latest few versions:
Phi(int) => real
Phi(real) => real
Phi(vector) => vector
Phi(row_vector) => row_vector
Phi(matrix) => matrix
Phi(array[] int) => array[] real
Phi(array[] real) => array[] real
Phi(array[] vector) => array[] vector
Phi(array[] row_vector) => array[] row_vector
Phi(array[] matrix) => array[] matrix
Phi(array[,] int) => array[,] real
Phi(array[,] real) => array[,] real
Phi(array[,] vector) => array[,] vector
Phi(array[,] row_vector) => array[,] row_vector
Phi(array[,] matrix) => array[,] matrix
Phi(array[,,] int) => array[,,] real
Phi(array[,,] real) => array[,,] real
Phi(array[,,] vector) => array[,,] vector
Phi(array[,,] row_vector) => array[,,] row_vector
Phi(array[,,] matrix) => array[,,] matrix
Phi(array[,,,] int) => array[,,,] real
Phi(array[,,,] real) => array[,,,] real
Phi(array[,,,] vector) => array[,,,] vector
Phi(array[,,,] row_vector) => array[,,,] row_vector
Phi(array[,,,] matrix) => array[,,,] matrix
Phi(array[,,,,] int) => array[,,,,] real
Phi(array[,,,,] real) => array[,,,,] real
Phi(array[,,,,] vector) => array[,,,,] vector
Phi(array[,,,,] row_vector) => array[,,,,] row_vector
Phi(array[,,,,] matrix) => array[,,,,] matrix
Phi(array[,,,,,] int) => array[,,,,,] real
Phi(array[,,,,,] real) => array[,,,,,] real
Phi(array[,,,,,] vector) => array[,,,,,] vector
Phi(array[,,,,,] row_vector) => array[,,,,,] row_vector
Phi(array[,,,,,] matrix) => array[,,,,,] matrix
Phi(array[,,,,,,] int) => array[,,,,,,] real
Phi(array[,,,,,,] real) => array[,,,,,,] real
Phi(array[,,,,,,] vector) => array[,,,,,,] vector
Phi(array[,,,,,,] row_vector) => array[,,,,,,] row_vector
Phi(array[,,,,,,] matrix) => array[,,,,,,] matrixfrom stan.
bob-carpenter
commented on June 24, 2024
Thanks @rok-cesnovar. This is the list you get from using the automatic vectorization of a unary function, which will be an easy way to implement this. Better to provide an analytic gradient for reverse mode. Callingstd_normal_lpdf function to implement unary standard normal is probably too heavy.
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Related Issues (20)
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