1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_LOG_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_LOG_HPP 18 #include <boost/random/exponential_distribution.hpp> 19 #include <boost/random/variate_generator.hpp> 51 template <
bool propto,
typename T_y,
typename T_inv_scale>
54 static const char*
function(
"exponential_log");
64 T_partials_return logp(0.0);
69 "Inverse scale parameter", beta);
76 T_partials_return, T_inv_scale> log_beta(
length(beta));
77 for (
size_t i = 0; i <
length(beta); i++)
82 operands_and_partials(y, beta);
84 for (
size_t n = 0; n < N; n++) {
85 const T_partials_return beta_dbl =
value_of(beta_vec[n]);
86 const T_partials_return y_dbl =
value_of(y_vec[n]);
90 logp -= beta_dbl * y_dbl;
93 operands_and_partials.
d_x1[n] -= beta_dbl;
95 operands_and_partials.
d_x2[n] += 1 / beta_dbl - y_dbl;
97 return operands_and_partials.
value(logp);
100 template <
typename T_y,
typename T_inv_scale>
104 return exponential_log<false>(y, beta);
VectorView< T_return_type, false, true > d_x2
T value_of(const fvar< T > &v)
Return the value of the specified variable.
fvar< T > log(const fvar< T > &x)
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
size_t length(const std::vector< T > &x)
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
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
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
This class builds partial derivatives with respect to a set of operands.
size_t max_size(const T1 &x1, const T2 &x2)
VectorBuilder allocates type T1 values to be used as intermediate values.
return_type< T_y, T_inv_scale >::type exponential_log(const T_y &y, const T_inv_scale &beta)
The log of an exponential density for y with the specified inverse scale parameter.
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[].
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.
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
VectorView< T_return_type, false, true > d_x1