Stan Math Library  2.15.0
reverse mode automatic differentiation
gumbel_lpdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LPDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LPDF_HPP
3 
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
20 #include <cmath>
21 
22 namespace stan {
23  namespace math {
24 
40  template <bool propto, typename T_y, typename T_loc, typename T_scale>
42  gumbel_lpdf(const T_y& y, const T_loc& mu, const T_scale& beta) {
43  static const char* function("gumbel_lpdf");
45  T_partials_return;
46 
47  using std::log;
48  using std::exp;
50 
51  if (!(stan::length(y)
52  && stan::length(mu)
53  && stan::length(beta)))
54  return 0.0;
55 
56  T_partials_return logp(0.0);
57 
58  check_not_nan(function, "Random variable", y);
59  check_finite(function, "Location parameter", mu);
60  check_positive(function, "Scale parameter", beta);
61  check_consistent_sizes(function,
62  "Random variable", y,
63  "Location parameter", mu,
64  "Scale parameter", beta);
65 
67  return 0.0;
68 
70  operands_and_partials(y, mu, beta);
71 
74  scalar_seq_view<const T_scale> beta_vec(beta);
75  size_t N = max_size(y, mu, beta);
76 
79  T_partials_return, T_scale> log_beta(length(beta));
80  for (size_t i = 0; i < length(beta); i++) {
81  inv_beta[i] = 1.0 / value_of(beta_vec[i]);
83  log_beta[i] = log(value_of(beta_vec[i]));
84  }
85 
86  for (size_t n = 0; n < N; n++) {
87  const T_partials_return y_dbl = value_of(y_vec[n]);
88  const T_partials_return mu_dbl = value_of(mu_vec[n]);
89 
90  const T_partials_return y_minus_mu_over_beta
91  = (y_dbl - mu_dbl) * inv_beta[n];
92 
94  logp -= log_beta[n];
96  logp += -y_minus_mu_over_beta - exp(-y_minus_mu_over_beta);
97 
98  T_partials_return scaled_diff = inv_beta[n]
99  * exp(-y_minus_mu_over_beta);
101  operands_and_partials.d_x1[n] -= inv_beta[n] - scaled_diff;
103  operands_and_partials.d_x2[n] += inv_beta[n] - scaled_diff;
105  operands_and_partials.d_x3[n]
106  += -inv_beta[n] + y_minus_mu_over_beta * inv_beta[n]
107  - scaled_diff * y_minus_mu_over_beta;
108  }
109  return operands_and_partials.value(logp);
110  }
111 
112  template <typename T_y, typename T_loc, typename T_scale>
113  inline
115  gumbel_lpdf(const T_y& y, const T_loc& mu, const T_scale& beta) {
116  return gumbel_lpdf<false>(y, mu, beta);
117  }
118 
119  }
120 }
121 #endif
122 
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.
Definition: value_of.hpp:16
return_type< T_y, T_loc, T_scale >::type gumbel_lpdf(const T_y &y, const T_loc &mu, const T_scale &beta)
Returns the Gumbel log probability density for the given location and scale.
Definition: gumbel_lpdf.hpp:42
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
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...
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...
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.
VectorView< T_return_type, false, true > d_x3
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
VectorView< T_return_type, false, true > d_x1

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