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exponential_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_LOG_HPP
3 
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
20 #include <cmath>
21 
22 namespace stan {
23 
24  namespace math {
25 
52  template <bool propto, typename T_y, typename T_inv_scale>
53  typename return_type<T_y, T_inv_scale>::type
54  exponential_log(const T_y& y, const T_inv_scale& beta) {
55  static const char* function("stan::math::exponential_log");
57  T_partials_return;
58 
59  // check if any vectors are zero length
60  if (!(stan::length(y)
61  && stan::length(beta)))
62  return 0.0;
63 
68  using std::log;
69 
70  T_partials_return logp(0.0);
71  check_nonnegative(function, "Random variable", y);
72  check_positive_finite(function, "Inverse scale parameter", beta);
73  check_consistent_sizes(function,
74  "Random variable", y,
75  "Inverse scale parameter", beta);
76 
77 
78  // set up template expressions wrapping scalars into vector views
79  VectorView<const T_y> y_vec(y);
80  VectorView<const T_inv_scale> beta_vec(beta);
81  size_t N = max_size(y, beta);
82 
84  T_partials_return, T_inv_scale> log_beta(length(beta));
85  for (size_t i = 0; i < length(beta); i++)
87  log_beta[i] = log(value_of(beta_vec[i]));
88 
90  operands_and_partials(y, beta);
91 
92  for (size_t n = 0; n < N; n++) {
93  const T_partials_return beta_dbl = value_of(beta_vec[n]);
94  const T_partials_return y_dbl = value_of(y_vec[n]);
96  logp += log_beta[n];
98  logp -= beta_dbl * y_dbl;
99 
101  operands_and_partials.d_x1[n] -= beta_dbl;
103  operands_and_partials.d_x2[n] += 1 / beta_dbl - y_dbl;
104  }
105  return operands_and_partials.to_var(logp, y, beta);
106  }
107 
108  template <typename T_y, typename T_inv_scale>
109  inline
111  exponential_log(const T_y& y, const T_inv_scale& beta) {
112  return exponential_log<false>(y, beta);
113  }
114  }
115 }
116 
117 #endif
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
T_return_type to_var(T_partials_return logp, const T1 &x1=0, const T2 &x2=0, const T3 &x3=0, const T4 &x4=0, const T5 &x5=0, const T6 &x6=0)
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
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
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
A variable implementation that stores operands and derivatives with respect to the variable...
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
bool check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Return true if the dimension of x1 is consistent with x2.
VectorView< T_partials_return, is_vector< T2 >::value, is_constant_struct< T2 >::value > d_x2
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
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 metaprogram that takes its argument and allows it to be used like a vector...
Definition: VectorView.hpp:41
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
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.

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