Stan Math Library  2.9.0
reverse mode automatic differentiation
weibull_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_WEIBULL_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_WEIBULL_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  // Weibull(y|alpha, sigma) [y >= 0; alpha > 0; sigma > 0]
26  // FIXME: document
27  template <bool propto,
28  typename T_y, typename T_shape, typename T_scale>
29  typename return_type<T_y, T_shape, T_scale>::type
30  weibull_log(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
31  static const char* function("stan::math::weibull_log");
33  T_partials_return;
34 
41  using std::log;
42 
43  // check if any vectors are zero length
44  if (!(stan::length(y)
45  && stan::length(alpha)
46  && stan::length(sigma)))
47  return 0.0;
48 
49  // set up return value accumulator
50  T_partials_return logp(0.0);
51  check_finite(function, "Random variable", y);
52  check_positive_finite(function, "Shape parameter", alpha);
53  check_positive_finite(function, "Scale parameter", sigma);
54  check_consistent_sizes(function,
55  "Random variable", y,
56  "Shape parameter", alpha,
57  "Scale parameter", sigma);
58 
59  // check if no variables are involved and prop-to
61  return 0.0;
62 
63  VectorView<const T_y> y_vec(y);
64  VectorView<const T_shape> alpha_vec(alpha);
65  VectorView<const T_scale> sigma_vec(sigma);
66  size_t N = max_size(y, alpha, sigma);
67 
68  for (size_t n = 0; n < N; n++) {
69  const T_partials_return y_dbl = value_of(y_vec[n]);
70  if (y_dbl < 0)
71  return LOG_ZERO;
72  }
73 
75  T_partials_return, T_shape> log_alpha(length(alpha));
76  for (size_t i = 0; i < length(alpha); i++)
78  log_alpha[i] = log(value_of(alpha_vec[i]));
79 
81  T_partials_return, T_y> log_y(length(y));
82  for (size_t i = 0; i < length(y); i++)
84  log_y[i] = log(value_of(y_vec[i]));
85 
87  T_partials_return, T_scale> log_sigma(length(sigma));
88  for (size_t i = 0; i < length(sigma); i++)
90  log_sigma[i] = log(value_of(sigma_vec[i]));
91 
93  T_partials_return, T_scale> inv_sigma(length(sigma));
94  for (size_t i = 0; i < length(sigma); i++)
96  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
97 
99  T_partials_return, T_y, T_shape, T_scale>
100  y_div_sigma_pow_alpha(N);
101  for (size_t i = 0; i < N; i++)
103  const T_partials_return y_dbl = value_of(y_vec[i]);
104  const T_partials_return alpha_dbl = value_of(alpha_vec[i]);
105  y_div_sigma_pow_alpha[i] = pow(y_dbl * inv_sigma[i], alpha_dbl);
106  }
107 
109  operands_and_partials(y, alpha, sigma);
110  for (size_t n = 0; n < N; n++) {
111  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
113  logp += log_alpha[n];
115  logp += (alpha_dbl-1.0)*log_y[n];
117  logp -= alpha_dbl*log_sigma[n];
119  logp -= y_div_sigma_pow_alpha[n];
120 
122  const T_partials_return inv_y = 1.0 / value_of(y_vec[n]);
123  operands_and_partials.d_x1[n]
124  += (alpha_dbl-1.0) * inv_y
125  - alpha_dbl * y_div_sigma_pow_alpha[n] * inv_y;
126  }
128  operands_and_partials.d_x2[n]
129  += 1.0/alpha_dbl
130  + (1.0 - y_div_sigma_pow_alpha[n]) * (log_y[n] - log_sigma[n]);
132  operands_and_partials.d_x3[n]
133  += alpha_dbl * inv_sigma[n] * (y_div_sigma_pow_alpha[n] - 1.0);
134  }
135  return operands_and_partials.to_var(logp, y, alpha, sigma);
136  }
137 
138  template <typename T_y, typename T_shape, typename T_scale>
139  inline
141  weibull_log(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
142  return weibull_log<false>(y, alpha, sigma);
143  }
144  }
145 }
146 #endif
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
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)
const double LOG_ZERO
Definition: constants.hpp:175
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
Definition: return_type.hpp:27
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...
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...
return_type< T_y, T_shape, T_scale >::type weibull_log(const T_y &y, const T_shape &alpha, const T_scale &sigma)
Definition: weibull_log.hpp:30
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.
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
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:18
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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