1 #ifndef STAN_MATH_PRIM_SCAL_PROB_VON_MISES_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_VON_MISES_LPDF_HPP 24 typename T_y,
typename T_loc,
typename T_scale>
27 static char const*
const function =
"von_mises_lpdf";
40 T_partials_return logp = 0.0;
47 "Location parameter", mu,
48 "Scale parameter", kappa);
58 const bool compute_bessel1 = !kappa_const;
59 const double TWO_PI = 2.0 *
pi();
67 T_partials_return, T_scale> log_bessel0(
length(kappa));
68 for (
size_t i = 0; i <
length(kappa); i++) {
69 kappa_dbl[i] =
value_of(kappa_vec[i]);
76 operands_and_partials(y, mu, kappa);
80 for (
size_t n = 0; n < N; n++) {
81 const T_partials_return y_ =
value_of(y_vec[n]);
82 const T_partials_return y_dbl = y_ -
floor(y_ / TWO_PI) * TWO_PI;
83 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
85 T_partials_return bessel0 = 0;
88 T_partials_return bessel1 = 0;
91 const T_partials_return kappa_sin = kappa_dbl[n] *
sin(mu_dbl - y_dbl);
92 const T_partials_return kappa_cos = kappa_dbl[n] *
cos(mu_dbl - y_dbl);
97 logp -= log_bessel0[n];
102 operands_and_partials.
d_x1[n] += kappa_sin;
104 operands_and_partials.
d_x2[n] -= kappa_sin;
106 operands_and_partials.
d_x3[n] += kappa_cos / kappa_dbl[n]
109 return operands_and_partials.
value(logp);
112 template<
typename T_y,
typename T_loc,
typename T_scale>
115 return von_mises_lpdf<false>(y, mu, kappa);
fvar< T > cos(const fvar< T > &x)
VectorView< T_return_type, false, true > d_x2
return_type< T_y, T_loc, T_scale >::type von_mises_lpdf(T_y const &y, T_loc const &mu, T_scale const &kappa)
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.
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...
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 > modified_bessel_first_kind(int v, const fvar< T > &z)
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
fvar< T > sin(const fvar< T > &x)
This class builds partial derivatives with respect to a set of operands.
VectorView< T_return_type, false, true > d_x3
size_t max_size(const T1 &x1, const T2 &x2)
VectorBuilder allocates type T1 values to be used as intermediate values.
fvar< T > floor(const fvar< T > &x)
double pi()
Return the value of pi.
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