1 #ifndef STAN_MATH_PRIM_SCAL_PROB_NORMAL_SUFFICIENT_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_NORMAL_SUFFICIENT_LPDF_HPP 50 template <
bool propto,
51 typename T_y,
typename T_s,
typename T_n,
typename T_loc,
55 const T_n& n_obs,
const T_loc& mu,
56 const T_scale& sigma) {
58 function =
"stan::math::normal_sufficient_lpdf(%1%)";
81 T_partials_return logp(0.0);
85 "Location parameter sufficient statistic", y_bar);
87 "Scale parameter sufficient statistic", s_squared);
89 "Scale parameter sufficient statistic", s_squared);
91 "Number of observations", n_obs);
93 "Number of observations", n_obs);
95 "Location parameter", mu);
99 "Location parameter sufficient statistic",
101 "Scale parameter sufficient statistic",
103 "Number of observations", n_obs,
104 "Location parameter", mu,
105 "Scale parameter", sigma);
112 operands_and_partials(y_bar, s_squared, mu, sigma);
119 size_t N =
max_size(y_bar, s_squared, n_obs, mu, sigma);
121 for (
size_t i = 0; i < N; i++) {
122 const T_partials_return y_bar_dbl =
value_of(y_bar_vec[i]);
123 const T_partials_return s_squared_dbl =
125 const T_partials_return n_obs_dbl = n_obs_vec[i];
126 const T_partials_return mu_dbl =
value_of(mu_vec[i]);
127 const T_partials_return sigma_dbl =
value_of(sigma_vec[i]);
128 const T_partials_return sigma_squared =
pow(sigma_dbl, 2);
134 logp -= n_obs_dbl *
log(sigma_dbl);
136 const T_partials_return cons_expr =
138 + n_obs_dbl *
pow(y_bar_dbl - mu_dbl, 2));
140 logp -= cons_expr / (2 * sigma_squared);
145 const T_partials_return common_derivative =
146 n_obs_dbl * (mu_dbl - y_bar_dbl) / sigma_squared;
148 operands_and_partials.
d_x1[i] += common_derivative;
150 operands_and_partials.
d_x3[i] -= common_derivative;
153 operands_and_partials.
d_x2[i] -=
156 operands_and_partials.
d_x4[i]
157 += cons_expr /
pow(sigma_dbl, 3) - n_obs_dbl / sigma_dbl;
159 return operands_and_partials.
value(logp);
162 template <
typename T_y,
typename T_s,
typename T_n,
163 typename T_loc,
typename T_scale>
167 const T_n& n_obs,
const T_loc& mu,
168 const T_scale& sigma) {
170 normal_sufficient_lpdf<false>(y_bar, s_squared,
VectorView< T_return_type, false, true > d_x2
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
fvar< T > log(const fvar< T > &x)
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)
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
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
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.
VectorView< T_return_type, false, true > d_x3
return_type< T_y, T_s, T_loc, T_scale >::type normal_sufficient_lpdf(const T_y &y_bar, const T_s &s_squared, const T_n &n_obs, const T_loc &mu, const T_scale &sigma)
The log of the normal density for the specified scalar(s) given the specified mean(s) and deviation(s...
size_t max_size(const T1 &x1, const T2 &x2)
const double NEG_LOG_SQRT_TWO_PI
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
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
VectorView< T_return_type, false, true > d_x1
VectorView< T_return_type, false, true > d_x4