Merge pull request #2798 from andrjohns/issue-2796-log_inv_logit_diff-inf

Bugfix: Handling of Inf x argument to `log_inv_logit_diff`

Author: andrjohns

stan/math/prim/fun/log_inv_logit_diff.hpp

@@ -2,6 +2,7 @@
 #define STAN_MATH_PRIM_FUN_LOG_INV_LOGIT_DIFF_HPP
 
 #include <stan/math/prim/meta.hpp>
+#include <stan/math/prim/fun/is_inf.hpp>
 #include <stan/math/prim/fun/log1m_exp.hpp>
 #include <stan/math/prim/fun/log1p_exp.hpp>
 #include <stan/math/prim/functor/apply_scalar_binary.hpp>
@@ -34,6 +35,9 @@ namespace math {
  */
 template <typename T1, typename T2, require_all_arithmetic_t<T1, T2>* = nullptr>
 inline return_type_t<T1, T2> log_inv_logit_diff(const T1& x, const T2& y) {
+  if (is_inf(x) && x >= 0) {
+    return -log1p_exp(y);
+  }
   return x - log1p_exp(x) + log1m_exp(y - x) - log1p_exp(y);
 }
 

test/unit/math/prim/fun/log_inv_logit_diff_test.cpp

@@ -3,6 +3,14 @@
 #include <gtest/gtest.h>
 #include <cmath>
 
+TEST(MathFunctions, log_inv_logit_diff_inf) {
+  using stan::math::INFTY;
+  using stan::math::log_inv_logit_diff;
+
+  EXPECT_FLOAT_EQ(-0.0916494, log_inv_logit_diff(INFTY, -2.34361));
+  EXPECT_TRUE(std::isnan(log_inv_logit_diff(-INFTY, -2.34361)));
+}
+
 TEST(MathFunctions, log_inv_logit_diff) {
   using stan::math::log_inv_logit_diff;