log_inv_logit

Author: andrjohns

stan/math/opencl/prim/binomial_logit_lpmf.hpp

@@ -7,7 +7,8 @@
 #include <stan/math/prim/err.hpp>
 #include <stan/math/prim/functor/partials_propagator.hpp>
 #include <stan/math/prim/fun/binomial_coefficient_log.hpp>
-#include <stan/math/prim/fun/inv_logit.hpp>
+#include <stan/math/prim/fun/log_inv_logit.hpp>
+#include <stan/math/prim/fun/log1m_inv_logit.hpp>
 
 namespace stan {
 namespace math {
@@ -60,18 +61,15 @@ return_type_t<T_prob_cl> binomial_logit_lpmf(const T_n_cl& n, const T_N_cl N,
       = check_cl(function, "Probability parameter", alpha_val, "finite");
   auto alpha_finite = isfinite(alpha_val);
 
-  auto inv_logit_alpha = inv_logit(alpha_val);
-  auto inv_logit_neg_alpha = inv_logit(-alpha_val);
-  auto log_inv_logit_alpha = log(inv_logit_alpha);
-  auto log_inv_logit_neg_alpha = log(inv_logit_neg_alpha);
+  auto log_inv_logit_alpha = log_inv_logit(alpha);
+  auto log1m_inv_logit_alpha = log1m_inv_logit(alpha);
   auto n_diff = N - n;
   auto logp_expr1 = elt_multiply(n, log_inv_logit_alpha)
-                    + elt_multiply(n_diff, log_inv_logit_neg_alpha);
+                    + elt_multiply(n_diff, log1m_inv_logit_alpha);
   auto logp_expr
       = static_select<include_summand<propto, T_n_cl, T_N_cl>::value>(
           logp_expr1 + binomial_coefficient_log(N, n), logp_expr1);
-  auto alpha_deriv = elt_multiply(n, inv_logit_neg_alpha)
-                     - elt_multiply(n_diff, inv_logit_alpha);
+  auto alpha_deriv = n - elt_multiply(N, exp(log_inv_logit_alpha));
 
   matrix_cl<double> logp_cl;
   matrix_cl<double> alpha_deriv_cl;

stan/math/prim/fun/prob_constrain.hpp

@@ -2,9 +2,9 @@
 #define STAN_MATH_PRIM_FUN_PROB_CONSTRAIN_HPP
 
 #include <stan/math/prim/meta.hpp>
-#include <stan/math/prim/fun/inv_logit.hpp>
-#include <stan/math/prim/fun/log.hpp>
-#include <stan/math/prim/fun/log1m.hpp>
+#include <stan/math/prim/fun/log_inv_logit.hpp>
+#include <stan/math/prim/fun/exp.hpp>
+#include <stan/math/prim/fun/log1m_inv_logit.hpp>
 #include <cmath>
 
 namespace stan {
@@ -49,10 +49,9 @@ inline T prob_constrain(const T& x) {
  */
 template <typename T>
 inline T prob_constrain(const T& x, T& lp) {
-  using std::log;
-  T inv_logit_x = inv_logit(x);
-  lp += log(inv_logit_x) + log1m(inv_logit_x);
-  return inv_logit_x;
+  T log_inv_logit_x = log_inv_logit(x);
+  lp += log_inv_logit_x + log1m_inv_logit(x);
+  return exp(log_inv_logit_x);
 }
 
 /**