1 #ifndef STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_CDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_CDF_HPP 25 template <
typename T_n,
typename T_shape,
29 const T_inv_scale& beta) {
30 static const char*
function(
"neg_binomial_cdf");
38 T_partials_return P(1.0);
43 "Failures variable", n,
44 "Shape parameter", alpha,
45 "Inverse scale parameter", beta);
53 operands_and_partials(alpha, beta);
59 return operands_and_partials.
value(0.0);
63 T_partials_return, T_shape>
64 digamma_alpha_vec(stan::length(alpha));
67 T_partials_return, T_shape>
68 digamma_sum_vec(stan::length(alpha));
72 const T_partials_return n_dbl =
value_of(n_vec[i]);
73 const T_partials_return alpha_dbl =
value_of(alpha_vec[i]);
75 digamma_alpha_vec[i] =
digamma(alpha_dbl);
76 digamma_sum_vec[i] =
digamma(n_dbl + alpha_dbl + 1);
80 for (
size_t i = 0; i <
size; i++) {
84 return operands_and_partials.
value(1.0);
86 const T_partials_return n_dbl =
value_of(n_vec[i]);
87 const T_partials_return alpha_dbl =
value_of(alpha_vec[i]);
88 const T_partials_return beta_dbl =
value_of(beta_vec[i]);
90 const T_partials_return p_dbl = beta_dbl / (1.0 + beta_dbl);
91 const T_partials_return d_dbl = 1.0 / ( (1.0 + beta_dbl)
94 const T_partials_return P_i =
95 inc_beta(alpha_dbl, n_dbl + 1.0, p_dbl);
100 operands_and_partials.
d_x1[i]
102 digamma_alpha_vec[i],
103 digamma_sum_vec[i]) / P_i;
107 operands_and_partials.
d_x2[i] +=
108 inc_beta_ddz(alpha_dbl, n_dbl + 1.0, p_dbl) * d_dbl / P_i;
113 operands_and_partials.
d_x1[i] *= P;
118 operands_and_partials.
d_x2[i] *= P;
121 return operands_and_partials.
value(P);
VectorView< T_return_type, false, true > d_x2
return_type< T_shape, T_inv_scale >::type neg_binomial_cdf(const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
T value_of(const fvar< T > &v)
Return the value of the specified variable.
T inc_beta_dda(T a, T b, T z, T digamma_a, T digamma_ab)
Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to a.
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)
T inc_beta_ddz(T a, T b, T z)
Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to z.
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 > inc_beta(const fvar< T > &a, const fvar< T > &b, const fvar< T > &x)
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)
int max(const std::vector< int > &x)
Returns the maximum coefficient in the specified column vector.
VectorBuilder allocates type T1 values to be used as intermediate values.
int size(const std::vector< T > &x)
Return the size of the specified standard vector.
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.
VectorView< T_return_type, false, true > d_x1
fvar< T > digamma(const fvar< T > &x)
Return the derivative of the log gamma function at the specified argument.