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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 
4 #include <boost/random/uniform_real_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
20 
21 namespace stan {
22 
23  namespace math {
24 
25  template <typename T_y, typename T_scale>
26  typename return_type<T_y, T_scale>::type
27  rayleigh_ccdf_log(const T_y& y, const T_scale& sigma) {
28  static const char* function("stan::math::rayleigh_ccdf_log");
30  T_partials_return;
31 
38  using stan::math::square;
40 
41  T_partials_return ccdf_log(0.0);
42 
43  // check if any vectors are zero length
44  if (!(stan::length(y) && stan::length(sigma)))
45  return ccdf_log;
46 
47  check_not_nan(function, "Random variable", y);
48  check_nonnegative(function, "Random variable", y);
49  check_not_nan(function, "Scale parameter", sigma);
50  check_positive(function, "Scale parameter", sigma);
51  check_consistent_sizes(function,
52  "Random variable", y,
53  "Scale parameter", sigma);
54 
55 
56  // set up template expressions wrapping scalars into vector views
57  OperandsAndPartials<T_y, T_scale> operands_and_partials(y, sigma);
58 
59  VectorView<const T_y> y_vec(y);
60  VectorView<const T_scale> sigma_vec(sigma);
61  size_t N = max_size(y, sigma);
62 
64  for (size_t i = 0; i < length(sigma); i++) {
65  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
66  }
67 
68  for (size_t n = 0; n < N; n++) {
69  const T_partials_return y_dbl = value_of(y_vec[n]);
70  const T_partials_return y_sqr = y_dbl * y_dbl;
71  const T_partials_return inv_sigma_sqr = inv_sigma[n] * inv_sigma[n];
72 
74  ccdf_log += -0.5 * y_sqr * inv_sigma_sqr;
75 
77  operands_and_partials.d_x1[n] -= y_dbl * inv_sigma_sqr;
79  operands_and_partials.d_x2[n] += y_sqr * inv_sigma_sqr
80  * inv_sigma[n];
81  }
82 
83  return operands_and_partials.to_var(ccdf_log, y, sigma);
84  }
85  }
86 }
87 #endif
return_type< T_y, T_scale >::type rayleigh_ccdf_log(const T_y &y, const T_scale &sigma)
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
T_return_type to_var(T_partials_return logp, const T1 &x1=0, const T2 &x2=0, const T3 &x3=0, const T4 &x4=0, const T5 &x5=0, const T6 &x6=0)
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
fvar< T > square(const fvar< T > &x)
Definition: square.hpp:15
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
A variable implementation that stores operands and derivatives with respect to the variable...
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
bool check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Return true if the dimension of x1 is consistent with x2.
VectorView< T_partials_return, is_vector< T2 >::value, is_constant_struct< T2 >::value > d_x2
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
VectorView is a template metaprogram that takes its argument and allows it to be used like a vector...
Definition: VectorView.hpp:41
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

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