1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LOG_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LOG_HPP 4 #include <boost/random/uniform_real_distribution.hpp> 5 #include <boost/random/variate_generator.hpp> 25 template <
bool propto,
26 typename T_y,
typename T_scale>
29 static const char*
function(
"rayleigh_log");
40 T_partials_return logp(0.0);
47 "Scale parameter", sigma);
60 T_partials_return, T_scale> log_sigma(
length(sigma));
61 for (
size_t i = 0; i <
length(sigma); i++) {
62 inv_sigma[i] = 1.0 /
value_of(sigma_vec[i]);
67 for (
size_t n = 0; n < N; n++) {
68 const T_partials_return y_dbl =
value_of(y_vec[n]);
69 const T_partials_return y_over_sigma = y_dbl * inv_sigma[n];
70 static double NEGATIVE_HALF = -0.5;
73 logp -= 2.0 * log_sigma[n];
76 logp += NEGATIVE_HALF * y_over_sigma * y_over_sigma;
78 T_partials_return scaled_diff = inv_sigma[n] * y_over_sigma;
80 operands_and_partials.
d_x1[n] += 1.0 / y_dbl - scaled_diff;
82 operands_and_partials.
d_x2[n]
83 += y_over_sigma * scaled_diff - 2.0 * inv_sigma[n];
85 return operands_and_partials.
value(logp);
88 template <
typename T_y,
typename T_scale>
92 return rayleigh_log<false>(y, sigma);
VectorView< T_return_type, false, true > d_x2
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...
return_type< T_y, T_scale >::type rayleigh_log(const T_y &y, const T_scale &sigma)
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)
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[].
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