Stan Math Library  2.15.0
reverse mode automatic differentiation
rayleigh_lcdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LCDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LCDF_HPP
3 
4 #include <boost/random/uniform_real_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
21 #include <cmath>
22 
23 namespace stan {
24  namespace math {
25 
26  template <typename T_y, typename T_scale>
28  rayleigh_lcdf(const T_y& y, const T_scale& sigma) {
29  static const char* function("rayleigh_lcdf");
31  T_partials_return;
32 
34  using std::exp;
35 
36  T_partials_return cdf_log(0.0);
37 
38  if (!(stan::length(y) && stan::length(sigma)))
39  return cdf_log;
40 
41  check_not_nan(function, "Random variable", y);
42  check_nonnegative(function, "Random variable", y);
43  check_not_nan(function, "Scale parameter", sigma);
44  check_positive(function, "Scale parameter", sigma);
45  check_consistent_sizes(function,
46  "Random variable", y,
47  "Scale parameter", sigma);
48 
49  OperandsAndPartials<T_y, T_scale> operands_and_partials(y, sigma);
50 
52  scalar_seq_view<const T_scale> sigma_vec(sigma);
53  size_t N = max_size(y, sigma);
54 
56  for (size_t i = 0; i < length(sigma); i++) {
57  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
58  }
59 
60  for (size_t n = 0; n < N; n++) {
61  const T_partials_return y_dbl = value_of(y_vec[n]);
62  const T_partials_return y_sqr = y_dbl * y_dbl;
63  const T_partials_return inv_sigma_sqr = inv_sigma[n] * inv_sigma[n];
64  const T_partials_return exp_val = exp(-0.5 * y_sqr * inv_sigma_sqr);
65  const T_partials_return exp_div_1m_exp = exp_val / (1.0 - exp_val);
66 
68  cdf_log += log1m(exp_val);
69 
71  operands_and_partials.d_x1[n] += y_dbl * inv_sigma_sqr
72  * exp_div_1m_exp;
74  operands_and_partials.d_x2[n] -= y_sqr * inv_sigma_sqr
75  * inv_sigma[n] * exp_div_1m_exp;
76  }
77  return operands_and_partials.value(cdf_log);
78  }
79 
80  }
81 }
82 #endif
VectorView< T_return_type, false, true > d_x2
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
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
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
return_type< T_y, T_scale >::type rayleigh_lcdf(const T_y &y, const T_scale &sigma)
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
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
VectorBuilder allocates type T1 values to be used as intermediate values.
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
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
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:13
VectorView< T_return_type, false, true > d_x1

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