1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CDF_HPP
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
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(
const T_y& y,
const T_loc& mu,
const T_scale& beta) {
29 static const char*
function(
"stan::math::gumbel_cdf");
40 T_partials_return cdf(1.0);
53 "Location parameter", mu,
54 "Scale parameter", beta);
57 operands_and_partials(y, mu, beta);
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
72 const T_partials_return cdf_ =
exp(-
exp(-scaled_diff));
76 operands_and_partials.
d_x1[n] += rep_deriv / cdf_;
78 operands_and_partials.
d_x2[n] -= rep_deriv / cdf_;
80 operands_and_partials.
d_x3[n] -= rep_deriv * scaled_diff / cdf_;
85 operands_and_partials.
d_x1[n] *= cdf;
89 operands_and_partials.
d_x2[n] *= cdf;
93 operands_and_partials.
d_x3[n] *= cdf;
96 return operands_and_partials.
to_var(cdf, y, mu, beta);
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.
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)
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)
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_loc, T_scale >::type gumbel_cdf(const T_y &y, const T_loc &mu, const T_scale &beta)
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)
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...
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