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Fix expression tests for new Wiener functions #3260

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Merged
WardBrian merged 7 commits into from
Dec 13, 2025
+36 −35
Merged

Fix expression tests for new Wiener functions #3260

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883b5f9
Update sig_utils.py
WardBrian Dec 11, 2025
02e180f
missing default
WardBrian Dec 11, 2025
ecb1910
More sig utils
WardBrian Dec 11, 2025
c215f98
More sig utils
WardBrian Dec 11, 2025
80bfa2a
remove unused values
WardBrian Dec 12, 2025
b0b3008
Fix double expression template evaluation
WardBrian Dec 12, 2025
3d7f67c
silence use-before-init variable warning
WardBrian Dec 12, 2025
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14 changes: 7 additions & 7 deletions stan/math/prim/prob/wiener4_lccdf_defective.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -75,7 +75,7 @@ inline auto wiener_prob_derivative_term(const T_a& a, const T_v& v,
if (neg_v < 0) {
ans = LOG_TWO + exponent_with_1mw - log1m_exp(exponent_with_1mw);
diff_term = log1m_exp(exponent_with_w) - log1m_exp(exponent);
} else if (neg_v > 0) {
} else /* neg_v > 0 */ {
ans = LOG_TWO - log1m_exp(exponent_with_1mw);
diff_term = log_diff_exp(exponent_with_1mw, exponent) - log1m_exp(exponent);
}
Expand Down Expand Up @@ -226,14 +226,14 @@ template <bool propto = false, typename T_y, typename T_a, typename T_t0,
typename T_w, typename T_v>
inline auto wiener_lccdf_defective(const T_y& y, const T_a& a, const T_t0& t0,
const T_w& w, const T_v& v,
const double& precision_derivatives) {
const double& precision_derivatives = 1e-4) {
using T_partials_return = partials_return_t<T_y, T_a, T_t0, T_w, T_v>;
using ret_t = return_type_t<T_y, T_a, T_t0, T_w, T_v>;
using T_y_ref = ref_type_if_t<!is_constant<T_y>::value, T_y>;
using T_a_ref = ref_type_if_t<!is_constant<T_a>::value, T_a>;
using T_t0_ref = ref_type_if_t<!is_constant<T_t0>::value, T_t0>;
using T_w_ref = ref_type_if_t<!is_constant<T_w>::value, T_w>;
using T_v_ref = ref_type_if_t<!is_constant<T_v>::value, T_v>;
using T_y_ref = ref_type_t<T_y>;
using T_a_ref = ref_type_t<T_a>;
using T_t0_ref = ref_type_t<T_t0>;
using T_w_ref = ref_type_t<T_w>;
using T_v_ref = ref_type_t<T_v>;
using internal::GradientCalc;

T_y_ref y_ref = y;
Expand Down
10 changes: 5 additions & 5 deletions stan/math/prim/prob/wiener4_lcdf_defective.hpp
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Expand Up @@ -590,11 +590,11 @@ inline auto wiener_lcdf_defective(const T_y& y, const T_a& a, const T_t0& t0,
const T_w& w, const T_v& v,
const double& precision_derivatives = 1e-4) {
using T_partials_return = partials_return_t<T_y, T_a, T_t0, T_w, T_v>;
using T_y_ref = ref_type_if_t<!is_constant<T_y>::value, T_y>;
using T_a_ref = ref_type_if_t<!is_constant<T_a>::value, T_a>;
using T_t0_ref = ref_type_if_t<!is_constant<T_t0>::value, T_t0>;
using T_w_ref = ref_type_if_t<!is_constant<T_w>::value, T_w>;
using T_v_ref = ref_type_if_t<!is_constant<T_v>::value, T_v>;
using T_y_ref = ref_type_t<T_y>;
using T_a_ref = ref_type_t<T_a>;
using T_t0_ref = ref_type_t<T_t0>;
using T_w_ref = ref_type_t<T_w>;
using T_v_ref = ref_type_t<T_v>;
using internal::GradientCalc;
using ret_t = return_type_t<T_y, T_a, T_t0, T_w, T_v>;

Expand Down
20 changes: 9 additions & 11 deletions stan/math/prim/prob/wiener_full_lccdf_defective.hpp
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Expand Up @@ -89,14 +89,14 @@ inline auto wiener_lccdf_defective(const T_y& y, const T_a& a, const T_t0& t0,
const T_sw& sw, const T_st0& st0,
const double& precision_derivatives = 1e-8) {
using ret_t = return_type_t<T_y, T_a, T_t0, T_w, T_v, T_sv, T_sw, T_st0>;
using T_y_ref = ref_type_if_t<!is_constant<T_y>::value, T_y>;
using T_a_ref = ref_type_if_t<!is_constant<T_a>::value, T_a>;
using T_v_ref = ref_type_if_t<!is_constant<T_v>::value, T_v>;
using T_w_ref = ref_type_if_t<!is_constant<T_w>::value, T_w>;
using T_t0_ref = ref_type_if_t<!is_constant<T_t0>::value, T_t0>;
using T_sv_ref = ref_type_if_t<!is_constant<T_sv>::value, T_sv>;
using T_sw_ref = ref_type_if_t<!is_constant<T_sw>::value, T_sw>;
using T_st0_ref = ref_type_if_t<!is_constant<T_st0>::value, T_st0>;
using T_y_ref = ref_type_t<T_y>;
using T_a_ref = ref_type_t<T_a>;
using T_v_ref = ref_type_t<T_v>;
using T_w_ref = ref_type_t<T_w>;
using T_t0_ref = ref_type_t<T_t0>;
using T_sv_ref = ref_type_t<T_sv>;
using T_sw_ref = ref_type_t<T_sw>;
using T_st0_ref = ref_type_t<T_st0>;
using internal::GradientCalc;
using T_partials_return
= partials_return_t<T_y, T_a, T_t0, T_w, T_v, T_sv, T_sw, T_st0>;
Expand Down Expand Up @@ -267,9 +267,7 @@ inline auto wiener_lccdf_defective(const T_y& y, const T_a& a, const T_t0& t0,

// computation of derivative for t and precision check in order to give
// the value as deriv_t to edge1 and as -deriv_t to edge5
const auto params_dt7 = std::make_tuple(
y_value, a_value, v_value, w_value, t0_value, sv_value, sw_value,
st0_value, log_error_absolute - LOG_TWO - 9 * LOG_TWO);

// computation of derivatives and precision checks
if (!is_constant_all<T_y>::value || !is_constant_all<T_t0>::value) {
const T_partials_return deriv_t_7
Expand Down
20 changes: 9 additions & 11 deletions stan/math/prim/prob/wiener_full_lcdf_defective.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -265,14 +265,14 @@ inline auto wiener_lcdf_defective(const T_y& y, const T_a& a, const T_t0& t0,
const T_sw& sw, const T_st0& st0,
const double& precision_derivatives = 1e-8) {
using ret_t = return_type_t<T_y, T_a, T_t0, T_w, T_v, T_sv, T_sw, T_st0>;
using T_y_ref = ref_type_if_t<!is_constant<T_y>::value, T_y>;
using T_a_ref = ref_type_if_t<!is_constant<T_a>::value, T_a>;
using T_v_ref = ref_type_if_t<!is_constant<T_v>::value, T_v>;
using T_w_ref = ref_type_if_t<!is_constant<T_w>::value, T_w>;
using T_t0_ref = ref_type_if_t<!is_constant<T_t0>::value, T_t0>;
using T_sv_ref = ref_type_if_t<!is_constant<T_sv>::value, T_sv>;
using T_sw_ref = ref_type_if_t<!is_constant<T_sw>::value, T_sw>;
using T_st0_ref = ref_type_if_t<!is_constant<T_st0>::value, T_st0>;
using T_y_ref = ref_type_t<T_y>;
using T_a_ref = ref_type_t<T_a>;
using T_v_ref = ref_type_t<T_v>;
using T_w_ref = ref_type_t<T_w>;
using T_t0_ref = ref_type_t<T_t0>;
using T_sv_ref = ref_type_t<T_sv>;
using T_sw_ref = ref_type_t<T_sw>;
using T_st0_ref = ref_type_t<T_st0>;
using internal::GradientCalc;
using T_partials_return
= partials_return_t<T_y, T_a, T_t0, T_w, T_v, T_sv, T_sw, T_st0>;
Expand Down Expand Up @@ -445,9 +445,7 @@ inline auto wiener_lcdf_defective(const T_y& y, const T_a& a, const T_t0& t0,

// computation of derivative for t and precision check in order to give
// the value as deriv_t to edge1 and as -deriv_t to edge5
const auto params_dt7 = std::make_tuple(
y_value, a_value, v_value, w_value, t0_value, sv_value, sw_value,
st0_value, log_error_absolute - LOG_TWO - 9 * LOG_TWO);

if (!is_constant_all<T_y>::value || !is_constant_all<T_t0>::value) {
T_partials_return deriv_t_7
= internal::wiener7_integrate_cdf<
Expand Down
7 changes: 6 additions & 1 deletion test/sig_utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -145,7 +145,9 @@ def get_cpp_type(stan_type):
"uniform_lcdf": [None, 0.2, 0.9],
"uniform_lpdf": [None, 0.2, 0.9],
"uniform_rng": [0.2, 1.9, None],
"wiener_lpdf": [0.8, None, 0.4, None, None, None, None, None],
"wiener_lpdf": [0.8, None, 0.4, None, None, None, None, None, 1e-4],
"wiener_lccdf_defective": [0.8, None, 0.4, None, None, None, None, None, 1e-4],
"wiener_lcdf_defective": [0.8, None, 0.4, None, None, None, None, None, 1e-4],
}

# list of functions we do not test. These are mainly functions implemented in compiler
Expand Down Expand Up @@ -180,6 +182,9 @@ def get_cpp_type(stan_type):
"ode_adams_tol": [4, 5, 6],
"ode_bdf_tol": [4, 5, 6],
"ode_rk45_tol": [4, 5, 6],
"wiener_lpdf": [6, 8],
"wiener_lccdf_defective": [5, 8],
"wiener_lcdf_defective": [5, 8],
}

# lists of functions that do not support fwd or rev autodiff
Expand Down