poisson_log cdfs

[bob-carpenter]

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.

[betanalpha]

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.

On Apr 29, 2015, at 2:47 PM, Bob Carpenter notifications@github.com wrote:

Add:

poisson_log_cdf
poisson_log_cdf_log
poisson_log_ccdf_log
And then we can do truncations.

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Reply to this email directly or view it on GitHub.

[bob-carpenter]

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.

• Bob

On Apr 30, 2015, at 12:06 AM, Michael Betancourt notifications@github.com wrote:

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.

On Apr 29, 2015, at 2:47 PM, Bob Carpenter notifications@github.com wrote:

Add:

poisson_log_cdf
poisson_log_cdf_log
poisson_log_ccdf_log
And then we can do truncations.

—
Reply to this email directly or view it on GitHub.

—
Reply to this email directly or view it on GitHub.

[syclik]

This issue was moved to stan-dev/math#90