Stan Math Library  2.9.0
reverse mode automatic differentiation
exponential_cdf_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_LOG_HPP
3 
4 #include <boost/random/exponential_distribution.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_inv_scale>
27  typename return_type<T_y, T_inv_scale>::type
28  exponential_cdf_log(const T_y& y, const T_inv_scale& beta) {
29  typedef
31  T_partials_return;
32 
33  static const char* function("stan::math::exponential_cdf_log");
34 
38  using boost::math::tools::promote_args;
40  using std::log;
41  using std::exp;
42 
43  T_partials_return cdf_log(0.0);
44  // check if any vectors are zero length
45  if (!(stan::length(y)
46  && stan::length(beta)))
47  return cdf_log;
48 
49  check_not_nan(function, "Random variable", y);
50  check_nonnegative(function, "Random variable", y);
51  check_positive_finite(function, "Inverse scale parameter", beta);
52 
54  operands_and_partials(y, beta);
55 
56  VectorView<const T_y> y_vec(y);
57  VectorView<const T_inv_scale> beta_vec(beta);
58  size_t N = max_size(y, beta);
59  for (size_t n = 0; n < N; n++) {
60  const T_partials_return beta_dbl = value_of(beta_vec[n]);
61  const T_partials_return y_dbl = value_of(y_vec[n]);
62  T_partials_return one_m_exp = 1.0 - exp(-beta_dbl * y_dbl);
63  // log cdf
64  cdf_log += log(one_m_exp);
65 
66  // gradients
67  T_partials_return rep_deriv = -exp(-beta_dbl * y_dbl) / one_m_exp;
69  operands_and_partials.d_x1[n] -= rep_deriv * beta_dbl;
71  operands_and_partials.d_x2[n] -= rep_deriv * y_dbl;
72  }
73  return operands_and_partials.to_var(cdf_log, y, beta);
74  }
75  }
76 }
77 
78 #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)
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
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
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.
return_type< T_y, T_inv_scale >::type exponential_cdf_log(const T_y &y, const T_inv_scale &beta)

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