Merge pull request #2806 from stan-dev/feature/log_inv_logit

adds varmat for log_inv_logit

Author: SteveBronder

stan/math/prim/fun/log_inv_logit.hpp

@@ -79,7 +79,8 @@ struct log_inv_logit_fun {
  * @return elementwise log_inv_logit of members of container
  */
 template <typename T,
-          require_not_nonscalar_prim_or_rev_kernel_expression_t<T>* = nullptr>
+          require_not_nonscalar_prim_or_rev_kernel_expression_t<T>* = nullptr,
+          require_not_var_matrix_t<T>* = nullptr>
 inline auto log_inv_logit(const T& x) {
   return apply_scalar_unary<log_inv_logit_fun, T>::apply(x);
 }

stan/math/rev/fun/log_inv_logit.hpp

@@ -13,15 +13,32 @@ namespace math {
  * Return the natural logarithm of the inverse logit of the
  * specified argument.
  *
- * @param u argument
+ * @tparam T An arithmetic type
+ * @param u `var_value` with inner arithmetic type
  * @return log inverse logit of the argument
  */
-inline var log_inv_logit(const var& u) {
+template <typename T, require_arithmetic_t<T>* = nullptr>
+inline auto log_inv_logit(const var_value<T>& u) {
   return make_callback_var(log_inv_logit(u.val()), [u](auto& vi) mutable {
     u.adj() += vi.adj() * inv_logit(-u.val());
   });
 }
 
+/**
+ * Return the natural logarithm of the inverse logit of the
+ * specified argument.
+ *
+ * @tparam T A type derived from `Eigen::EigenBase`
+ * @param u `var_value` with inner Eigen type
+ * @return log inverse logit of the argument
+ */
+template <typename T, require_eigen_t<T>* = nullptr>
+inline auto log_inv_logit(const var_value<T>& u) {
+  return make_callback_var(log_inv_logit(u.val()), [u](auto& vi) mutable {
+    u.adj().array() += vi.adj().array() * inv_logit(-u.val()).array();
+  });
+}
+
 }  // namespace math
 }  // namespace stan
 #endif

test/unit/math/mix/fun/log_inv_logit_test.cpp

@@ -5,3 +5,23 @@ TEST(mathMixMatFun, logInvLogit) {
   stan::test::expect_common_unary_vectorized(f);
   stan::test::expect_unary_vectorized(f, -1.0, -0.5, 0.5, 1.3, 5);
 }
+
+TEST(mathMixMatFun, logInvLogitVarMat) {
+  using stan::math::vec_concat;
+  using stan::test::expect_ad_vector_matvar;
+  using stan::test::internal::common_nonzero_args;
+  auto f = [](const auto& x1) {
+    using stan::math::acos;
+    return stan::math::log_inv_logit(x1);
+  };
+  std::vector<double> com_args = common_nonzero_args();
+  std::vector<double> args{
+      -2.2, -0.8, 0.5, 1 + std::numeric_limits<double>::epsilon(),
+      1.5,  3,    3.4, 4};
+  auto all_args = vec_concat(com_args, args);
+  Eigen::VectorXd A(all_args.size());
+  for (int i = 0; i < all_args.size(); ++i) {
+    A(i) = all_args[i];
+  }
+  expect_ad_vector_matvar(f, A);
+}