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Issue 1232 - variadic is_nan function #1233

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Merged
syclik merged 21 commits into from
Jul 9, 2019
Merged

Issue 1232 - variadic is_nan function #1233

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6db5eac
Add variadic is_nan function
May 12, 2019
8cfb161
Merged 'develop'.
May 12, 2019
ad06c0c
Add doc
May 12, 2019
44d5d8d
Add tests for variadic calls
May 12, 2019
8747c63
Merged 'develop'.
May 13, 2019
302396d
Improvements to doc
May 13, 2019
642d4bc
Separate variadic is_any_nan from single input is_nan
May 16, 2019
d34745e
Fix headers
May 16, 2019
954b37f
Better testing and passing by reference
May 18, 2019
f1e26d3
Merged 'develop'.
May 18, 2019
313b284
[Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta…
stan-buildbot May 18, 2019
d9587d9
Use consistent templating with is_nan functions
May 19, 2019
5f1dcb7
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot May 19, 2019
65e5660
Fix type traits templating
May 20, 2019
e277651
Remove unnecessary pass-by-reference and style changes
May 21, 2019
31f33be
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot May 21, 2019
0e3cc54
Merged 'develop'.
Jun 22, 2019
ca786de
Fix headers after merging develop
Jun 23, 2019
43764d8
Revert autodiff is_nan to develop
Jun 30, 2019
cf8dc2f
Merged 'develop'.
Jul 4, 2019
66f8df6
Fix cpplint
Jul 4, 2019
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4 changes: 2 additions & 2 deletions stan/math/fwd/scal/fun/fmod.hpp
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Expand Up @@ -4,7 +4,7 @@
#include <stan/math/fwd/meta.hpp>
#include <stan/math/fwd/core.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <stan/math/prim/scal/fun/value_of.hpp>

namespace stan {
Expand All @@ -21,7 +21,7 @@ inline fvar<T> fmod(const fvar<T>& x1, const fvar<T>& x2) {
template <typename T>
inline fvar<T> fmod(const fvar<T>& x1, double x2) {
using std::fmod;
if (unlikely(is_nan(value_of(x1.val_)) || is_nan(x2)))
if (unlikely(is_any_nan(value_of(x1.val_), x2)))
return fvar<T>(fmod(x1.val_, x2), NOT_A_NUMBER);
else
return fvar<T>(fmod(x1.val_, x2), x1.d_ / x2);
Expand Down
1 change: 1 addition & 0 deletions stan/math/prim/scal.hpp
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Expand Up @@ -86,6 +86,7 @@
#include <stan/math/prim/scal/fun/inv_sqrt.hpp>
#include <stan/math/prim/scal/fun/inv_square.hpp>
#include <stan/math/prim/scal/fun/is_inf.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_uninitialized.hpp>
#include <stan/math/prim/scal/fun/lb_constrain.hpp>
Expand Down
5 changes: 4 additions & 1 deletion stan/math/prim/scal/fun/fdim.hpp
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Expand Up @@ -4,6 +4,7 @@
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <boost/math/tools/promotion.hpp>

namespace stan {
Expand All @@ -23,7 +24,9 @@ namespace math {
template <typename T1, typename T2>
inline typename boost::math::tools::promote_args<T1, T2>::type fdim(T1 x,
T2 y) {
if (is_nan(x) || is_nan(y))
typedef typename boost::math::tools::promote_args<T1, T2>::type return_t;
using std::numeric_limits;
if (is_any_nan(x, y))
return NOT_A_NUMBER;
return (x <= y) ? 0 : x - y;
}
Expand Down
5 changes: 3 additions & 2 deletions stan/math/prim/scal/fun/grad_reg_inc_gamma.hpp
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Expand Up @@ -9,6 +9,7 @@
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/fun/multiply_log.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <cmath>
#include <limits>

Expand Down Expand Up @@ -53,8 +54,8 @@ typename return_type<T1, T2>::type grad_reg_inc_gamma(T1 a, T2 z, T1 g, T1 dig,
using std::log;
typedef typename return_type<T1, T2>::type TP;

if (is_nan(a) || is_nan(z) || is_nan(g) || is_nan(dig))
return NOT_A_NUMBER;
if (is_any_nan(a, z, g, dig))
return std::numeric_limits<TP>::quiet_NaN();

T2 l = log(z);
if (z >= a && z >= 8) {
Expand Down
4 changes: 2 additions & 2 deletions stan/math/prim/scal/fun/grad_reg_lower_inc_gamma.hpp
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Expand Up @@ -8,7 +8,7 @@
#include <stan/math/prim/scal/fun/gamma_p.hpp>
#include <stan/math/prim/scal/fun/log1p.hpp>
#include <stan/math/prim/scal/fun/digamma.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <stan/math/prim/scal/fun/is_inf.hpp>
#include <stan/math/prim/scal/fun/grad_reg_inc_gamma.hpp>
#include <stan/math/prim/scal/fun/value_of_rec.hpp>
Expand Down Expand Up @@ -110,7 +110,7 @@ typename return_type<T1, T2>::type grad_reg_lower_inc_gamma(
using std::pow;
typedef typename return_type<T1, T2>::type TP;

if (is_nan(a) || is_nan(z))
if (is_any_nan(a, z))
return std::numeric_limits<TP>::quiet_NaN();

check_positive_finite("grad_reg_lower_inc_gamma", "a", a);
Expand Down
41 changes: 41 additions & 0 deletions stan/math/prim/scal/fun/is_any_nan.hpp
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@@ -0,0 +1,41 @@
#ifndef STAN_MATH_PRIM_SCAL_FUN_IS_ANY_NAN_HPP
#define STAN_MATH_PRIM_SCAL_FUN_IS_ANY_NAN_HPP

#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <utility>

namespace stan {
namespace math {

/**
* Returns true if the input is NaN and false otherwise.
*
* Delegates to <code>stan::math::is_nan</code> so that
* appropriate specializations can be loaded for autodiff
* types.
*
* @param x Value to test.
* @return <code>true</code> if the value is NaN.
*/
template <typename T>
inline bool is_any_nan(const T& x) {
return is_nan(x);
}

/**
* Returns <code>true</code> if any input is NaN and false otherwise.
*
* Delegates to <code>stan::math::is_nan</code>.
*
* @param x first argument
* @param xs parameter pack of remaining arguments to forward to function
* @return <code>true</code> if any value is NaN
*/
template <typename T, typename... Ts>
inline bool is_any_nan(const T& x, const Ts&... xs) {
return is_any_nan(x) || is_any_nan(std::forward<const Ts>(xs)...);
}
} // namespace math
} // namespace stan

#endif
6 changes: 5 additions & 1 deletion stan/math/prim/scal/fun/is_nan.hpp
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Expand Up @@ -15,7 +15,11 @@ namespace math {
* @param x Value to test.
* @return <code>true</code> if the value is NaN.
*/
inline bool is_nan(double x) { return std::isnan(x); }
template <typename T>
inline typename std::enable_if_t<std::is_arithmetic<T>::value, bool> is_nan(
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@bob-carpenter bob-carpenter May 20, 2019

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Same comment here as in the issue for changing all of these. At most, this should be

template <typename T>
inline typename std::enable_if_t<std::is_arithmetic<T>::value, bool> is_nan(T x) {
  return std::isnan(x);
}

so primitives get passed by value.

T x) {
return std::isnan(x);
}

} // namespace math
} // namespace stan
Expand Down
4 changes: 2 additions & 2 deletions stan/math/prim/scal/fun/log_falling_factorial.hpp
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Expand Up @@ -2,7 +2,7 @@
#define STAN_MATH_PRIM_SCAL_FUN_LOG_FALLING_FACTORIAL_HPP

#include <stan/math/prim/scal/err/check_positive.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <stan/math/prim/scal/fun/lgamma.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/meta/return_type.hpp>
Expand Down Expand Up @@ -54,7 +54,7 @@ namespace math {
template <typename T1, typename T2>
inline typename return_type<T1, T2>::type log_falling_factorial(const T1 x,
const T2 n) {
if (is_nan(x) || is_nan(n))
if (is_any_nan(x, n))
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@syclik syclik May 16, 2019

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[comment]
The changes look awesome! It does look like there's an impact on how we will write functions here on out.

return NOT_A_NUMBER;
static const char* function = "log_falling_factorial";
check_positive(function, "first argument", x);
Expand Down
6 changes: 3 additions & 3 deletions stan/math/prim/scal/fun/log_rising_factorial.hpp
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Expand Up @@ -2,7 +2,7 @@
#define STAN_MATH_PRIM_SCAL_FUN_LOG_RISING_FACTORIAL_HPP

#include <stan/math/prim/scal/err/check_positive.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <stan/math/prim/scal/fun/lgamma.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/meta/return_type.hpp>
Expand Down Expand Up @@ -52,8 +52,8 @@ namespace math {
template <typename T1, typename T2>
inline typename return_type<T1, T2>::type log_rising_factorial(const T1& x,
const T2& n) {
if (is_nan(x) || is_nan(n))
return NOT_A_NUMBER;
if (is_any_nan(x, n))
return std::numeric_limits<double>::quiet_NaN();
static const char* function = "log_rising_factorial";
check_positive(function, "first argument", x);
return lgamma(x + n) - lgamma(x);
Expand Down
6 changes: 3 additions & 3 deletions stan/math/rev/core/operator_addition.hpp
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Expand Up @@ -4,7 +4,7 @@
#include <stan/math/rev/core/var.hpp>
#include <stan/math/rev/core/vv_vari.hpp>
#include <stan/math/rev/core/vd_vari.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <limits>

namespace stan {
Expand All @@ -16,7 +16,7 @@ class add_vv_vari : public op_vv_vari {
add_vv_vari(vari* avi, vari* bvi)
: op_vv_vari(avi->val_ + bvi->val_, avi, bvi) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bvi_->val_))) {
if (unlikely(is_any_nan(avi_->val_, bvi_->val_))) {
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
} else {
Expand All @@ -30,7 +30,7 @@ class add_vd_vari : public op_vd_vari {
public:
add_vd_vari(vari* avi, double b) : op_vd_vari(avi->val_ + b, avi, b) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bd_)))
if (unlikely(is_any_nan(avi_->val_, bd_)))
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
else
avi_->adj_ += adj_;
Expand Down
6 changes: 3 additions & 3 deletions stan/math/rev/core/operator_division.hpp
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Expand Up @@ -5,7 +5,7 @@
#include <stan/math/rev/core/vv_vari.hpp>
#include <stan/math/rev/core/vd_vari.hpp>
#include <stan/math/rev/core/dv_vari.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <limits>

namespace stan {
Expand All @@ -18,7 +18,7 @@ class divide_vv_vari : public op_vv_vari {
divide_vv_vari(vari* avi, vari* bvi)
: op_vv_vari(avi->val_ / bvi->val_, avi, bvi) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bvi_->val_))) {
if (unlikely(is_any_nan(avi_->val_, bvi_->val_))) {
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
} else {
Expand All @@ -32,7 +32,7 @@ class divide_vd_vari : public op_vd_vari {
public:
divide_vd_vari(vari* avi, double b) : op_vd_vari(avi->val_ / b, avi, b) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bd_)))
if (unlikely(is_any_nan(avi_->val_, bd_)))
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
else
avi_->adj_ += adj_ / bd_;
Expand Down
6 changes: 3 additions & 3 deletions stan/math/rev/core/operator_multiplication.hpp
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Expand Up @@ -4,7 +4,7 @@
#include <stan/math/rev/core/var.hpp>
#include <stan/math/rev/core/vv_vari.hpp>
#include <stan/math/rev/core/vd_vari.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <limits>

namespace stan {
Expand All @@ -16,7 +16,7 @@ class multiply_vv_vari : public op_vv_vari {
multiply_vv_vari(vari* avi, vari* bvi)
: op_vv_vari(avi->val_ * bvi->val_, avi, bvi) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bvi_->val_))) {
if (unlikely(is_any_nan(avi_->val_, bvi_->val_))) {
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
} else {
Expand All @@ -30,7 +30,7 @@ class multiply_vd_vari : public op_vd_vari {
public:
multiply_vd_vari(vari* avi, double b) : op_vd_vari(avi->val_ * b, avi, b) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bd_)))
if (unlikely(is_any_nan(avi_->val_, bd_)))
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
else
avi_->adj_ += adj_ * bd_;
Expand Down
8 changes: 4 additions & 4 deletions stan/math/rev/core/operator_subtraction.hpp
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Expand Up @@ -5,7 +5,7 @@
#include <stan/math/rev/core/vv_vari.hpp>
#include <stan/math/rev/core/vd_vari.hpp>
#include <stan/math/rev/core/dv_vari.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <limits>

namespace stan {
Expand All @@ -17,7 +17,7 @@ class subtract_vv_vari : public op_vv_vari {
subtract_vv_vari(vari* avi, vari* bvi)
: op_vv_vari(avi->val_ - bvi->val_, avi, bvi) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bvi_->val_))) {
if (unlikely(is_any_nan(avi_->val_, bvi_->val_))) {
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
} else {
Expand All @@ -31,7 +31,7 @@ class subtract_vd_vari : public op_vd_vari {
public:
subtract_vd_vari(vari* avi, double b) : op_vd_vari(avi->val_ - b, avi, b) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bd_)))
if (unlikely(is_any_nan(avi_->val_, bd_)))
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
else
avi_->adj_ += adj_;
Expand All @@ -42,7 +42,7 @@ class subtract_dv_vari : public op_dv_vari {
public:
subtract_dv_vari(double a, vari* bvi) : op_dv_vari(a - bvi->val_, a, bvi) {}
void chain() {
if (unlikely(is_nan(ad_) || is_nan(bvi_->val_)))
if (unlikely(is_any_nan(ad_, bvi_->val_)))
bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
else
bvi_->adj_ -= adj_;
Expand Down
8 changes: 4 additions & 4 deletions stan/math/rev/scal/fun/fdim.hpp
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Expand Up @@ -2,7 +2,7 @@
#define STAN_MATH_REV_SCAL_FUN_FDIM_HPP

#include <stan/math/rev/meta.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <stan/math/rev/core.hpp>
#include <limits>

Expand All @@ -15,7 +15,7 @@ class fdim_vv_vari : public op_vv_vari {
fdim_vv_vari(vari* avi, vari* bvi)
: op_vv_vari(avi->val_ - bvi->val_, avi, bvi) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bvi_->val_))) {
if (unlikely(is_any_nan(avi_->val_, bvi_->val_))) {
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
} else {
Expand All @@ -29,7 +29,7 @@ class fdim_vd_vari : public op_vd_vari {
public:
fdim_vd_vari(vari* avi, double b) : op_vd_vari(avi->val_ - b, avi, b) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bd_)))
if (unlikely(is_any_nan(avi_->val_, bd_)))
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
else
avi_->adj_ += adj_;
Expand All @@ -40,7 +40,7 @@ class fdim_dv_vari : public op_dv_vari {
public:
fdim_dv_vari(double a, vari* bvi) : op_dv_vari(a - bvi->val_, a, bvi) {}
void chain() {
if (unlikely(is_nan(bvi_->val_) || is_nan(ad_)))
if (unlikely(is_any_nan(bvi_->val_, ad_)))
bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
else
bvi_->adj_ -= adj_;
Expand Down
13 changes: 6 additions & 7 deletions stan/math/rev/scal/fun/fma.hpp
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Expand Up @@ -4,7 +4,7 @@
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/scal/fun/fma.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <stan/math/prim/scal/fun/is_any_nan.hpp>
#include <limits>

namespace stan {
Expand All @@ -16,8 +16,7 @@ class fma_vvv_vari : public op_vvv_vari {
fma_vvv_vari(vari* avi, vari* bvi, vari* cvi)
: op_vvv_vari(fma(avi->val_, bvi->val_, cvi->val_), avi, bvi, cvi) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bvi_->val_)
|| is_nan(cvi_->val_))) {
if (unlikely(is_any_nan(avi_->val_, bvi_->val_, cvi_->val_))) {
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
cvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
Expand All @@ -34,7 +33,7 @@ class fma_vvd_vari : public op_vvd_vari {
fma_vvd_vari(vari* avi, vari* bvi, double c)
: op_vvd_vari(fma(avi->val_, bvi->val_, c), avi, bvi, c) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bvi_->val_) || is_nan(cd_))) {
if (unlikely(is_any_nan(avi_->val_, bvi_->val_, cd_))) {
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
} else {
Expand All @@ -49,7 +48,7 @@ class fma_vdv_vari : public op_vdv_vari {
fma_vdv_vari(vari* avi, double b, vari* cvi)
: op_vdv_vari(fma(avi->val_, b, cvi->val_), avi, b, cvi) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(cvi_->val_) || is_nan(bd_))) {
if (unlikely(is_any_nan(avi_->val_, cvi_->val_, bd_))) {
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
cvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
} else {
Expand All @@ -64,7 +63,7 @@ class fma_vdd_vari : public op_vdd_vari {
fma_vdd_vari(vari* avi, double b, double c)
: op_vdd_vari(fma(avi->val_, b, c), avi, b, c) {}
void chain() {
if (unlikely(is_nan(avi_->val_) || is_nan(bd_) || is_nan(cd_)))
if (unlikely(is_any_nan(avi_->val_, bd_, cd_)))
avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
else
avi_->adj_ += adj_ * bd_;
Expand All @@ -76,7 +75,7 @@ class fma_ddv_vari : public op_ddv_vari {
fma_ddv_vari(double a, double b, vari* cvi)
: op_ddv_vari(fma(a, b, cvi->val_), a, b, cvi) {}
void chain() {
if (unlikely(is_nan(cvi_->val_) || is_nan(ad_) || is_nan(bd_)))
if (unlikely(is_any_nan(cvi_->val_, ad_, bd_)))
cvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
else
cvi_->adj_ += adj_;
Expand Down
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