Stan Math Library  2.14.0
reverse mode automatic differentiation
rayleigh_ccdf_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_CCDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_CCDF_LOG_HPP
3 
18 #include <boost/random/uniform_real_distribution.hpp>
19 #include <boost/random/variate_generator.hpp>
20 
21 namespace stan {
22  namespace math {
23 
24  template <typename T_y, typename T_scale>
26  rayleigh_ccdf_log(const T_y& y, const T_scale& sigma) {
27  static const char* function("rayleigh_ccdf_log");
29  T_partials_return;
30 
32 
33  T_partials_return ccdf_log(0.0);
34 
35  if (!(stan::length(y) && stan::length(sigma)))
36  return ccdf_log;
37 
38  check_not_nan(function, "Random variable", y);
39  check_nonnegative(function, "Random variable", y);
40  check_not_nan(function, "Scale parameter", sigma);
41  check_positive(function, "Scale parameter", sigma);
42  check_consistent_sizes(function,
43  "Random variable", y,
44  "Scale parameter", sigma);
45 
46  OperandsAndPartials<T_y, T_scale> operands_and_partials(y, sigma);
47 
48  VectorView<const T_y> y_vec(y);
49  VectorView<const T_scale> sigma_vec(sigma);
50  size_t N = max_size(y, sigma);
51 
53  for (size_t i = 0; i < length(sigma); i++) {
54  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
55  }
56 
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 y_sqr = y_dbl * y_dbl;
60  const T_partials_return inv_sigma_sqr = inv_sigma[n] * inv_sigma[n];
61 
63  ccdf_log += -0.5 * y_sqr * inv_sigma_sqr;
64 
66  operands_and_partials.d_x1[n] -= y_dbl * inv_sigma_sqr;
68  operands_and_partials.d_x2[n] += y_sqr * inv_sigma_sqr
69  * inv_sigma[n];
70  }
71  return operands_and_partials.value(ccdf_log);
72  }
73 
74  }
75 }
76 #endif
VectorView< T_return_type, false, true > d_x2
return_type< T_y, T_scale >::type rayleigh_ccdf_log(const T_y &y, const T_scale &sigma)
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
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_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.
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.
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[].
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

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