1 #ifndef STAN_MATH_PRIM_SCAL_PROB_WEIBULL_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_WEIBULL_LOG_HPP
4 #include <boost/random/weibull_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
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");
50 T_partials_return logp(0.0);
56 "Shape parameter", alpha,
57 "Scale parameter", sigma);
66 size_t N =
max_size(y, alpha, sigma);
68 for (
size_t n = 0; n < N; n++) {
69 const T_partials_return y_dbl =
value_of(y_vec[n]);
75 T_partials_return, T_shape> log_alpha(
length(alpha));
76 for (
size_t i = 0; i <
length(alpha); i++)
81 T_partials_return, T_y> log_y(
length(y));
82 for (
size_t i = 0; i <
length(y); i++)
87 T_partials_return, T_scale> log_sigma(
length(sigma));
88 for (
size_t i = 0; i <
length(sigma); i++)
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]);
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);
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];
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;
128 operands_and_partials.
d_x2[n]
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);
135 return operands_and_partials.
to_var(logp, y, alpha, sigma);
138 template <
typename T_y,
typename T_shape,
typename T_scale>
141 weibull_log(
const T_y& y,
const T_shape& alpha,
const T_scale& sigma) {
142 return weibull_log<false>(y, alpha, 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.
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...
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)
size_t max_size(const T1 &x1, const T2 &x2)
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)
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.