gumbel_log.hpp
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#ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LOG_HPP
#define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LOG_HPP
#include <boost/random/uniform_01.hpp>
#include <boost/random/variate_generator.hpp>
#include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
#include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
#include <stan/math/prim/scal/err/check_finite.hpp>
#include <stan/math/prim/scal/err/check_not_nan.hpp>
#include <stan/math/prim/scal/err/check_positive.hpp>
#include <stan/math/prim/scal/meta/length.hpp>
#include <stan/math/prim/scal/meta/is_constant_struct.hpp>
#include <stan/math/prim/scal/meta/VectorView.hpp>
#include <stan/math/prim/scal/meta/VectorBuilder.hpp>
#include <stan/math/prim/scal/meta/partials_return_type.hpp>
#include <stan/math/prim/scal/meta/return_type.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/meta/include_summand.hpp>
#include <stan/math/prim/scal/fun/value_of.hpp>
#include <cmath>
namespace stan {
namespace math {
template <bool propto, typename T_y, typename T_loc, typename T_scale>
typename return_type<T_y, T_loc, T_scale>::type
gumbel_log(const T_y& y, const T_loc& mu, const T_scale& beta) {
static const char* function("gumbel_log");
typedef typename stan::partials_return_type<T_y, T_loc, T_scale>::type
T_partials_return;
using std::log;
using std::exp;
using stan::is_constant_struct;
if (!(stan::length(y)
&& stan::length(mu)
&& stan::length(beta)))
return 0.0;
T_partials_return logp(0.0);
check_not_nan(function, "Random variable", y);
check_finite(function, "Location parameter", mu);
check_positive(function, "Scale parameter", beta);
check_consistent_sizes(function,
"Random variable", y,
"Location parameter", mu,
"Scale parameter", beta);
if (!include_summand<propto, T_y, T_loc, T_scale>::value)
return 0.0;
OperandsAndPartials<T_y, T_loc, T_scale>
operands_and_partials(y, mu, beta);
VectorView<const T_y> y_vec(y);
VectorView<const T_loc> mu_vec(mu);
VectorView<const T_scale> beta_vec(beta);
size_t N = max_size(y, mu, beta);
VectorBuilder<true, T_partials_return, T_scale> inv_beta(length(beta));
VectorBuilder<include_summand<propto, T_scale>::value,
T_partials_return, T_scale> log_beta(length(beta));
for (size_t i = 0; i < length(beta); i++) {
inv_beta[i] = 1.0 / value_of(beta_vec[i]);
if (include_summand<propto, T_scale>::value)
log_beta[i] = log(value_of(beta_vec[i]));
}
for (size_t n = 0; n < N; n++) {
const T_partials_return y_dbl = value_of(y_vec[n]);
const T_partials_return mu_dbl = value_of(mu_vec[n]);
const T_partials_return y_minus_mu_over_beta
= (y_dbl - mu_dbl) * inv_beta[n];
if (include_summand<propto, T_scale>::value)
logp -= log_beta[n];
if (include_summand<propto, T_y, T_loc, T_scale>::value)
logp += -y_minus_mu_over_beta - exp(-y_minus_mu_over_beta);
T_partials_return scaled_diff = inv_beta[n]
* exp(-y_minus_mu_over_beta);
if (!is_constant_struct<T_y>::value)
operands_and_partials.d_x1[n] -= inv_beta[n] - scaled_diff;
if (!is_constant_struct<T_loc>::value)
operands_and_partials.d_x2[n] += inv_beta[n] - scaled_diff;
if (!is_constant_struct<T_scale>::value)
operands_and_partials.d_x3[n]
+= -inv_beta[n] + y_minus_mu_over_beta * inv_beta[n]
- scaled_diff * y_minus_mu_over_beta;
}
return operands_and_partials.value(logp);
}
template <typename T_y, typename T_loc, typename T_scale>
inline
typename return_type<T_y, T_loc, T_scale>::type
gumbel_log(const T_y& y, const T_loc& mu, const T_scale& beta) {
return gumbel_log<false>(y, mu, beta);
}
}
}
#endif
check_not_nan.hpp
stan::math::OperandsAndPartials::d_x2
VectorView< T_return_type, false, true > d_x2
Definition: OperandsAndPartials.hpp:39
stan::math::check_finite
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
Definition: check_finite.hpp:57
check_positive.hpp
stan
Definition: log_sum_exp.hpp:8
stan::math::value_of
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
stan::math::OperandsAndPartials::value
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
Definition: OperandsAndPartials.hpp:67
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
is_constant_struct.hpp
return_type.hpp
stan::math::include_summand
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
Definition: include_summand.hpp:35
stan::return_type::type
boost::math::tools::promote_args< typename scalar_type< T1 >::type, typename scalar_type< T2 >::type, typename scalar_type< T3 >::type, typename scalar_type< T4 >::type, typename scalar_type< T5 >::type, typename scalar_type< T6 >::type >::type type
Definition: return_type.hpp:27
include_summand.hpp
stan::is_constant_struct
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
Definition: is_constant_struct.hpp:13
stan::math::gumbel_log
return_type< T_y, T_loc, T_scale >::type gumbel_log(const T_y &y, const T_loc &mu, const T_scale &beta)
Definition: gumbel_log.hpp:27
stan::math::exp
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
stan::math::check_not_nan
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
Definition: check_not_nan.hpp:57
stan::math::OperandsAndPartials
This class builds partial derivatives with respect to a set of operands.
Definition: OperandsAndPartials.hpp:37
VectorView.hpp
stan::math::OperandsAndPartials::d_x3
VectorView< T_return_type, false, true > d_x3
Definition: OperandsAndPartials.hpp:40
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder.hpp
partials_return_type.hpp
OperandsAndPartials.hpp
length.hpp
stan::VectorBuilder
VectorBuilder allocates type T1 values to be used as intermediate values.
Definition: VectorBuilder.hpp:28
constants.hpp
check_finite.hpp
stan::math::check_positive
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
Definition: check_positive.hpp:63
value_of.hpp
stan::VectorView
VectorView is a template expression that is constructed with a container or scalar, which it then allows to be used as an array using operator[].
Definition: VectorView.hpp:48
stan::math::check_consistent_sizes
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
Definition: check_consistent_sizes.hpp:30
stan::partials_return_type::type
boost::math::tools::promote_args< typename partials_type< typename scalar_type< T1 >::type >::type, typename partials_type< typename scalar_type< T2 >::type >::type, typename partials_type< typename scalar_type< T3 >::type >::type, typename partials_type< typename scalar_type< T4 >::type >::type, typename partials_type< typename scalar_type< T5 >::type >::type, typename partials_type< typename scalar_type< T6 >::type >::type >::type type
Definition: partials_return_type.hpp:26
check_consistent_sizes.hpp
stan::math::OperandsAndPartials::d_x1
VectorView< T_return_type, false, true > d_x1
Definition: OperandsAndPartials.hpp:38

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