dtweedie.cpp

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#include <vector>
#include <type_traits>
#include <fvar.hpp>

int imax2(int a, double v)
{
  int b = static_cast<int>(v);
  return a > b ? a : b;  
}
int imin2(int a, int b)
{
  return a < b ? a : b;  
}
double fmax2(double a, const dvariable& v)
{
  double b = value(v);
  return a > b ? a : b;  
}
double asDouble(const dvariable& v)
{
  return value(v);
}
dvariable lgamma(const prevariable& v)
{
  return gammln(v);  
}
#include "tweedie_logW.cpp"
template<class Type>
Type _dtweedie(const double y, Type& mu, Type& phi, Type& p, bool give_log) {
  Type p1 = p - 1.0, p2 = 2.0 - p;
  Type ans = -pow(mu, p2) / (phi * p2); // log(prob(y=0))
  if (y > 0) {
    ans += tweedie_logW(y, phi, p);
    ans += -y / (phi * p1 * pow(mu, p1)) - log(y);
  }
  return ( give_log ? ans : exp(ans) );
}

dvariable dtweedie(const double y, dvariable& mu, dvariable& phi, dvariable& p, const bool use_log)
{
  return _dtweedie(y, mu, phi, p, use_log);
}