Log density

[mjswat]

Hi, in the Functions Reference document you list for few selected discrete distributions the explicit form of the log-PMF but I haven’t found any formulas for others or the continous ones.
Is it because you wanted to save space or that you don’t bother with explicitely calculating the log-transformed form for the PDFs and instead calculating simply log(PDF). I suspect it is the former but wanted to be sure.
Best, M

[sakrejda]

We almost always calculate the log off internally, not sure if there’s an index of that at the math library level

[mjswat]

@sakrejda

index of that at the math library

Thanks Krzysztof, could you point me to the place where I could check the implementation? Best, Maciej

[sakrejda]

It’s the ‘stan-dev/math’ repo on GitHub, all the functions are under the math subdir

[Bob_Carpenter]

@mjswat

Is it [lack of log forms of pmfs] because you wanted to save space or that you don’t bother with explicitely calculating the log-transformed form

Neither. It’s just inconsistency. All else being equal, we’d list all the explicit forms of the functions (log scale for lpdf, etc.) and the derivatives.

@sakrejda

almost always [implemented on log scale]

Always for lpdf and lpmf. The exception is cdfs, where we calculate almost all of the lcdfs as log(cdf) and all of the lccdfs as log(1 - cdf).