1 #ifndef STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_CCDF_LOG_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_CCDF_LOG_HPP 18 #include <boost/random/variate_generator.hpp> 24 template <
typename T_y,
typename T_loc,
typename T_scale,
typename T_shape>
27 const T_scale& lambda,
const T_shape& alpha) {
38 static const char*
function(
"pareto_type_2_ccdf_log");
42 T_partials_return P(0.0);
51 "Scale parameter", lambda,
52 "Shape parameter", alpha);
58 size_t N =
max_size(y, mu, lambda, alpha);
61 operands_and_partials(y, mu, lambda, alpha);
64 T_y, T_loc, T_scale, T_shape>
69 T_partials_return, T_y, T_loc, T_scale, T_shape>
70 a_over_lambda_plus_y(N);
73 T_partials_return, T_y, T_loc, T_scale, T_shape>
74 log_1p_y_over_lambda(N);
76 for (
size_t i = 0; i < N; i++) {
77 const T_partials_return y_dbl =
value_of(y_vec[i]);
78 const T_partials_return mu_dbl =
value_of(mu_vec[i]);
79 const T_partials_return lambda_dbl =
value_of(lambda_vec[i]);
80 const T_partials_return alpha_dbl =
value_of(alpha_vec[i]);
81 const T_partials_return temp = 1.0 + (y_dbl - mu_dbl) / lambda_dbl;
82 const T_partials_return log_temp =
log(temp);
84 ccdf_log[i] = -alpha_dbl * log_temp;
87 a_over_lambda_plus_y[i] = alpha_dbl / (y_dbl - mu_dbl + lambda_dbl);
90 log_1p_y_over_lambda[i] = log_temp;
93 for (
size_t n = 0; n < N; n++) {
94 const T_partials_return y_dbl =
value_of(y_vec[n]);
95 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
96 const T_partials_return lambda_dbl =
value_of(lambda_vec[n]);
101 operands_and_partials.
d_x1[n] -= a_over_lambda_plus_y[n];
103 operands_and_partials.
d_x2[n] += a_over_lambda_plus_y[n];
105 operands_and_partials.
d_x3[n] += a_over_lambda_plus_y[n]
106 * (y_dbl - mu_dbl) / lambda_dbl;
108 operands_and_partials.
d_x4[n] -= log_1p_y_over_lambda[n];
110 return operands_and_partials.
value(P);
VectorView< T_return_type, false, true > d_x2
return_type< T_y, T_loc, T_scale, T_shape >::type pareto_type_2_ccdf_log(const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
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)
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
void check_greater_or_equal(const char *function, const char *name, const T_y &y, const T_low &low)
Check if y is greater or equal than low.
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...
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
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.
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.
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
VectorView< T_return_type, false, true > d_x4