1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CDF_HPP 4 #include <boost/random/uniform_01.hpp> 5 #include <boost/random/variate_generator.hpp> 25 template <
typename T_y,
typename T_loc,
typename T_scale>
27 gumbel_cdf(
const T_y& y,
const T_loc& mu,
const T_scale& beta) {
28 static const char*
function(
"gumbel_cdf");
34 T_partials_return cdf(1.0);
46 "Location parameter", mu,
47 "Scale parameter", beta);
50 operands_and_partials(y, mu, beta);
57 for (
size_t n = 0; n < N; n++) {
58 const T_partials_return y_dbl =
value_of(y_vec[n]);
59 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
60 const T_partials_return beta_dbl =
value_of(beta_vec[n]);
61 const T_partials_return scaled_diff = (y_dbl - mu_dbl) / beta_dbl;
62 const T_partials_return rep_deriv =
exp(-scaled_diff
65 const T_partials_return cdf_ =
exp(-
exp(-scaled_diff));
69 operands_and_partials.
d_x1[n] += rep_deriv / cdf_;
71 operands_and_partials.
d_x2[n] -= rep_deriv / cdf_;
73 operands_and_partials.
d_x3[n] -= rep_deriv * scaled_diff / cdf_;
78 operands_and_partials.
d_x1[n] *= cdf;
82 operands_and_partials.
d_x2[n] *= cdf;
86 operands_and_partials.
d_x3[n] *= cdf;
88 return operands_and_partials.
value(cdf);
VectorView< T_return_type, false, true > d_x2
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
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)
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...
fvar< T > exp(const fvar< T > &x)
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
This class builds partial derivatives with respect to a set of operands.
VectorView< T_return_type, false, true > d_x3
return_type< T_y, T_loc, T_scale >::type gumbel_cdf(const T_y &y, const T_loc &mu, const T_scale &beta)
size_t max_size(const T1 &x1, const T2 &x2)
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
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