Stan Math Library  2.9.0
reverse mode automatic differentiation
gumbel_cdf_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CDF_LOG_HPP
3 
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
20 #include <cmath>
21 
22 namespace stan {
23 
24  namespace math {
25 
26  template <typename T_y, typename T_loc, typename T_scale>
27  typename return_type<T_y, T_loc, T_scale>::type
28  gumbel_cdf_log(const T_y& y, const T_loc& mu, const T_scale& beta) {
29  static const char* function("stan::math::gumbel_cdf_log");
31  T_partials_return;
32 
38  using std::exp;
39 
40  T_partials_return cdf_log(0.0);
41  // check if any vectors are zero length
42  if (!(stan::length(y)
43  && stan::length(mu)
44  && stan::length(beta)))
45  return cdf_log;
46 
47  check_not_nan(function, "Random variable", y);
48  check_finite(function, "Location parameter", mu);
49  check_not_nan(function, "Scale parameter", beta);
50  check_positive(function, "Scale parameter", beta);
51  check_consistent_sizes(function,
52  "Random variable", y,
53  "Location parameter", mu,
54  "Scale parameter", beta);
55 
57  operands_and_partials(y, mu, beta);
58 
59  VectorView<const T_y> y_vec(y);
60  VectorView<const T_loc> mu_vec(mu);
61  VectorView<const T_scale> beta_vec(beta);
62  size_t N = max_size(y, mu, beta);
63 
64  for (size_t n = 0; n < N; n++) {
65  const T_partials_return y_dbl = value_of(y_vec[n]);
66  const T_partials_return mu_dbl = value_of(mu_vec[n]);
67  const T_partials_return beta_dbl = value_of(beta_vec[n]);
68  const T_partials_return scaled_diff = (y_dbl - mu_dbl) / beta_dbl;
69  const T_partials_return rep_deriv = exp(-scaled_diff) / beta_dbl;
70  cdf_log -= exp(-scaled_diff);
71 
73  operands_and_partials.d_x1[n] += rep_deriv;
75  operands_and_partials.d_x2[n] -= rep_deriv;
77  operands_and_partials.d_x3[n] -= rep_deriv * scaled_diff;
78  }
79 
80  return operands_and_partials.to_var(cdf_log, y, mu, beta);
81  }
82  }
83 }
84 #endif
85 
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)
return_type< T_y, T_loc, T_scale >::type gumbel_cdf_log(const T_y &y, const T_loc &mu, const T_scale &beta)
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
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_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
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
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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