1 #ifndef STAN_MATH_PRIM_FUN_ORDERED_FREE_HPP
2 #define STAN_MATH_PRIM_FUN_ORDERED_FREE_HPP
3 
4 #include <stan/math/prim/meta.hpp>
5 #include <stan/math/prim/err.hpp>
6 #include <stan/math/prim/fun/Eigen.hpp>
7 #include <stan/math/prim/fun/log.hpp>
8 #include <stan/math/prim/fun/to_ref.hpp>
9 #include <cmath>
10 
11 namespace stan {
12 namespace math {
13 
14 /**
15  * Return the vector of unconstrained scalars that transform to
16  * the specified positive ordered vector.
17  *
18  * <p>This function inverts the constraining operation defined in
19  * <code>ordered_constrain(Matrix)</code>,
20  *
21  * @tparam T type of elements in the vector
22  * @param y Vector of positive, ordered scalars.
23  * @return Free vector that transforms into the input vector.
24  * @throw std::domain_error if y is not a vector of positive,
25  *   ordered scalars.
26  */
27 template <typename EigVec, require_eigen_col_vector_t<EigVec>* = nullptr>
ordered_free(const EigVec & y)28 plain_type_t<EigVec> ordered_free(const EigVec& y) {
29   const auto& y_ref = to_ref(y);
30   check_ordered("stan::math::ordered_free", "Ordered variable", y_ref);
31   using std::log;
32   Eigen::Index k = y.size();
33   plain_type_t<EigVec> x(k);
34   if (k == 0) {
35     return x;
36   }
37   x[0] = y_ref[0];
38   for (Eigen::Index i = 1; i < k; ++i) {
39     x.coeffRef(i) = log(y_ref.coeff(i) - y_ref.coeff(i - 1));
40   }
41   return x;
42 }
43 
44 /**
45  * Overload of `ordered_free()` to untransform each Eigen vector
46  * in a standard vector.
47  * @tparam T A standard vector with with a `value_type` which inherits from
48  *  `Eigen::MatrixBase` with compile time rows or columns equal to 1.
49  * @param x The standard vector to untransform.
50  */
51 template <typename T, require_std_vector_t<T>* = nullptr>
ordered_free(const T & x)52 auto ordered_free(const T& x) {
53   return apply_vector_unary<T>::apply(x,
54                                       [](auto&& v) { return ordered_free(v); });
55 }
56 
57 }  // namespace math
58 }  // namespace stan
59 
60 #endif
61