Stan Math Library  2.15.0
reverse mode automatic differentiation
exponential_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_HPP
3 
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
20 #include <cmath>
21 
22 namespace stan {
23  namespace math {
24 
37  template <typename T_y, typename T_inv_scale>
39  exponential_cdf(const T_y& y, const T_inv_scale& beta) {
41  T_partials_return;
42 
43  static const char* function("exponential_cdf");
44 
45  using boost::math::tools::promote_args;
46  using std::exp;
47 
48  T_partials_return cdf(1.0);
49  if (!(stan::length(y)
50  && stan::length(beta)))
51  return cdf;
52 
53  check_not_nan(function, "Random variable", y);
54  check_nonnegative(function, "Random variable", y);
55  check_positive_finite(function, "Inverse scale parameter", beta);
56 
58  operands_and_partials(y, beta);
59 
62  size_t N = max_size(y, beta);
63  for (size_t n = 0; n < N; n++) {
64  const T_partials_return beta_dbl = value_of(beta_vec[n]);
65  const T_partials_return y_dbl = value_of(y_vec[n]);
66  const T_partials_return one_m_exp = 1.0 - exp(-beta_dbl * y_dbl);
67 
68  cdf *= one_m_exp;
69  }
70 
71  for (size_t n = 0; n < N; n++) {
72  const T_partials_return beta_dbl = value_of(beta_vec[n]);
73  const T_partials_return y_dbl = value_of(y_vec[n]);
74  const T_partials_return one_m_exp = 1.0 - exp(-beta_dbl * y_dbl);
75 
76  T_partials_return rep_deriv = exp(-beta_dbl * y_dbl) / one_m_exp;
78  operands_and_partials.d_x1[n] += rep_deriv * beta_dbl * cdf;
80  operands_and_partials.d_x2[n] += rep_deriv * y_dbl * cdf;
81  }
82  return operands_and_partials.value(cdf);
83  }
84 
85  }
86 }
87 #endif
VectorView< T_return_type, false, true > d_x2
return_type< T_y, T_inv_scale >::type exponential_cdf(const T_y &y, const T_inv_scale &beta)
Calculates the exponential cumulative distribution function for the given y and beta.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
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
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
This class builds partial derivatives with respect to a set of operands.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
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
VectorView< T_return_type, false, true > d_x1

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