Stan Math Library  2.12.0
reverse mode automatic differentiation
rayleigh_log.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LOG_HPP
3 
4 #include <boost/random/uniform_real_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
20 #include <cmath>
21 
22 namespace stan {
23  namespace math {
24 
25  template <bool propto,
26  typename T_y, typename T_scale>
27  typename return_type<T_y, T_scale>::type
28  rayleigh_log(const T_y& y, const T_scale& sigma) {
29  static const char* function("rayleigh_log");
31  T_partials_return;
32 
33  using std::log;
35  using std::log;
36 
37  if (!(stan::length(y) && stan::length(sigma)))
38  return 0.0;
39 
40  T_partials_return logp(0.0);
41 
42  check_not_nan(function, "Random variable", y);
43  check_positive(function, "Scale parameter", sigma);
44  check_positive(function, "Random variable", y);
45  check_consistent_sizes(function,
46  "Random variable", y,
47  "Scale parameter", sigma);
48 
50  return 0.0;
51 
52  OperandsAndPartials<T_y, T_scale> operands_and_partials(y, sigma);
53 
54  VectorView<const T_y> y_vec(y);
55  VectorView<const T_scale> sigma_vec(sigma);
56  size_t N = max_size(y, sigma);
57 
60  T_partials_return, T_scale> log_sigma(length(sigma));
61  for (size_t i = 0; i < length(sigma); i++) {
62  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
64  log_sigma[i] = log(value_of(sigma_vec[i]));
65  }
66 
67  for (size_t n = 0; n < N; n++) {
68  const T_partials_return y_dbl = value_of(y_vec[n]);
69  const T_partials_return y_over_sigma = y_dbl * inv_sigma[n];
70  static double NEGATIVE_HALF = -0.5;
71 
73  logp -= 2.0 * log_sigma[n];
75  logp += log(y_dbl);
76  logp += NEGATIVE_HALF * y_over_sigma * y_over_sigma;
77 
78  T_partials_return scaled_diff = inv_sigma[n] * y_over_sigma;
80  operands_and_partials.d_x1[n] += 1.0 / y_dbl - scaled_diff;
82  operands_and_partials.d_x2[n]
83  += y_over_sigma * scaled_diff - 2.0 * inv_sigma[n];
84  }
85  return operands_and_partials.value(logp);
86  }
87 
88  template <typename T_y, typename T_scale>
89  inline
91  rayleigh_log(const T_y& y, const T_scale& sigma) {
92  return rayleigh_log<false>(y, sigma);
93  }
94 
95  }
96 }
97 #endif
VectorView< T_return_type, false, true > d_x2
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.
Definition: value_of.hpp:16
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.
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...
return_type< T_y, T_scale >::type rayleigh_log(const T_y &y, const T_scale &sigma)
This class builds partial derivatives with respect to a set of operands.
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)
Definition: max_size.hpp:9
VectorBuilder allocates type T1 values to be used as intermediate values.
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 is a template expression that is constructed with a container or scalar, which it then allows to be used as an array using operator[].
Definition: VectorView.hpp:48
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

     [ Stan Home Page ] © 2011–2016, Stan Development Team.