Stan Math Library  2.14.0
reverse mode automatic differentiation
exponential_log.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_LOG_HPP
3 
18 #include <boost/random/exponential_distribution.hpp>
19 #include <boost/random/variate_generator.hpp>
20 #include <cmath>
21 
22 namespace stan {
23  namespace math {
24 
51  template <bool propto, typename T_y, typename T_inv_scale>
53  exponential_log(const T_y& y, const T_inv_scale& beta) {
54  static const char* function("exponential_log");
56  T_partials_return;
57 
58  if (!(stan::length(y)
59  && stan::length(beta)))
60  return 0.0;
61 
62  using std::log;
63 
64  T_partials_return logp(0.0);
65  check_nonnegative(function, "Random variable", y);
66  check_positive_finite(function, "Inverse scale parameter", beta);
67  check_consistent_sizes(function,
68  "Random variable", y,
69  "Inverse scale parameter", beta);
70 
71  VectorView<const T_y> y_vec(y);
72  VectorView<const T_inv_scale> beta_vec(beta);
73  size_t N = max_size(y, beta);
74 
76  T_partials_return, T_inv_scale> log_beta(length(beta));
77  for (size_t i = 0; i < length(beta); i++)
79  log_beta[i] = log(value_of(beta_vec[i]));
80 
82  operands_and_partials(y, beta);
83 
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]);
88  logp += log_beta[n];
90  logp -= beta_dbl * y_dbl;
91 
93  operands_and_partials.d_x1[n] -= beta_dbl;
95  operands_and_partials.d_x2[n] += 1 / beta_dbl - y_dbl;
96  }
97  return operands_and_partials.value(logp);
98  }
99 
100  template <typename T_y, typename T_inv_scale>
101  inline
103  exponential_log(const T_y& y, const T_inv_scale& beta) {
104  return exponential_log<false>(y, beta);
105  }
106 
107  }
108 }
109 #endif
VectorView< T_return_type, false, true > d_x2
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:14
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)
Definition: length.hpp:10
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
Definition: return_type.hpp:27
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)
Definition: max_size.hpp:9
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[].
Definition: VectorView.hpp:48
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

     [ Stan Home Page ] © 2011–2016, Stan Development Team.