1 #ifndef STAN_MATH_PRIM_SCAL_PROB_CHI_SQUARE_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_CHI_SQUARE_LOG_HPP
4 #include <boost/random/chi_squared_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
44 template <
bool propto,
45 typename T_y,
typename T_dof>
46 typename return_type<T_y, T_dof>::type
48 static const char*
function(
"stan::math::chi_square_log");
63 T_partials_return logp(0.0);
69 "Degrees of freedom parameter", nu);
77 for (
size_t n = 0; n <
length(y); n++)
91 T_partials_return, T_y> log_y(
length(y));
92 for (
size_t i = 0; i <
length(y); i++)
97 T_partials_return, T_y> inv_y(
length(y));
98 for (
size_t i = 0; i <
length(y); i++)
100 inv_y[i] = 1.0 /
value_of(y_vec[i]);
103 T_partials_return, T_dof> lgamma_half_nu(
length(nu));
105 T_partials_return, T_dof>
106 digamma_half_nu_over_two(
length(nu));
108 for (
size_t i = 0; i <
length(nu); i++) {
109 T_partials_return half_nu = 0.5 *
value_of(nu_vec[i]);
111 lgamma_half_nu[i] =
lgamma(half_nu);
113 digamma_half_nu_over_two[i] =
digamma(half_nu) * 0.5;
118 for (
size_t n = 0; n < N; n++) {
119 const T_partials_return y_dbl =
value_of(y_vec[n]);
120 const T_partials_return half_y = 0.5 * y_dbl;
121 const T_partials_return nu_dbl =
value_of(nu_vec[n]);
122 const T_partials_return half_nu = 0.5 * nu_dbl;
126 logp += (half_nu-1.0) * log_y[n];
131 operands_and_partials.
d_x1[n] += (half_nu-1.0)*inv_y[n] - 0.5;
135 - digamma_half_nu_over_two[n] + log_y[n]*0.5;
138 return operands_and_partials.
to_var(logp, y, nu);
141 template <
typename T_y,
typename T_dof>
145 return chi_square_log<false>(y, nu);
fvar< T > lgamma(const fvar< T > &x)
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.
fvar< T > log(const fvar< T > &x)
size_t length(const std::vector< T > &x)
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...
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
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...
return_type< T_y, T_dof >::type chi_square_log(const T_y &y, const T_dof &nu)
The log of a chi-squared density for y with the specified degrees of freedom parameter.
A variable implementation that stores operands and derivatives with respect to the variable...
size_t max_size(const T1 &x1, const T2 &x2)
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
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
const double NEG_LOG_TWO_OVER_TWO
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...
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
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
fvar< T > digamma(const fvar< T > &x)