Stan Math Library  2.9.0
reverse mode automatic differentiation
weibull_cdf_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_WEIBULL_CDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_WEIBULL_CDF_LOG_HPP
3 
4 #include <boost/random/weibull_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
19 #include <cmath>
20 
21 namespace stan {
22 
23  namespace math {
24 
25  template <typename T_y, typename T_shape, typename T_scale>
26  typename return_type<T_y, T_shape, T_scale>::type
27  weibull_cdf_log(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
29  T_partials_return;
30 
31  static const char* function("stan::math::weibull_cdf_log");
32 
35  using boost::math::tools::promote_args;
37  using std::log;
38  using std::exp;
39 
40  // check if any vectors are zero length
41  if (!(stan::length(y)
42  && stan::length(alpha)
43  && stan::length(sigma)))
44  return 0.0;
45 
46  T_partials_return cdf_log(0.0);
47  check_nonnegative(function, "Random variable", y);
48  check_positive_finite(function, "Shape parameter", alpha);
49  check_positive_finite(function, "Scale parameter", sigma);
50 
52  operands_and_partials(y, alpha, sigma);
53 
54  VectorView<const T_y> y_vec(y);
55  VectorView<const T_scale> sigma_vec(sigma);
56  VectorView<const T_shape> alpha_vec(alpha);
57  size_t N = max_size(y, sigma, alpha);
58  for (size_t n = 0; n < N; n++) {
59  const T_partials_return y_dbl = value_of(y_vec[n]);
60  const T_partials_return sigma_dbl = value_of(sigma_vec[n]);
61  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
62  const T_partials_return pow_ = pow(y_dbl / sigma_dbl, alpha_dbl);
63  const T_partials_return exp_ = exp(-pow_);
64  const T_partials_return cdf_ = 1.0 - exp_;
65 
66  // cdf_log
67  cdf_log += log(cdf_);
68 
69  // gradients
70  const T_partials_return rep_deriv = pow_ / (1.0 / exp_ - 1.0);
72  operands_and_partials.d_x1[n] += rep_deriv * alpha_dbl / y_dbl;
74  operands_and_partials.d_x2[n] += rep_deriv * log(y_dbl / sigma_dbl);
76  operands_and_partials.d_x3[n] -= rep_deriv * alpha_dbl / sigma_dbl;
77  }
78 
79  return operands_and_partials.to_var(cdf_log, y, alpha, sigma);
80  }
81  }
82 }
83 #endif
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
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)
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...
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
VectorView< T_partials_return, is_vector< T3 >::value, is_constant_struct< T3 >::value > d_x3
return_type< T_y, T_shape, T_scale >::type weibull_cdf_log(const T_y &y, const T_shape &alpha, const T_scale &sigma)
A variable implementation that stores operands and derivatives with respect to the variable...
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorView< T_partials_return, is_vector< T2 >::value, is_constant_struct< T2 >::value > d_x2
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:18
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
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.

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