1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_CDF_HPP
4 #include <boost/random/uniform_real_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
26 template <
typename T_y,
typename T_scale>
27 typename return_type<T_y, T_scale>::type
29 static const char*
function(
"stan::math::rayleigh_cdf");
43 T_partials_return cdf(1.0);
55 "Scale parameter", sigma);
66 for (
size_t i = 0; i <
length(sigma); i++) {
67 inv_sigma[i] = 1.0 /
value_of(sigma_vec[i]);
70 for (
size_t n = 0; n < N; n++) {
71 const T_partials_return y_dbl =
value_of(y_vec[n]);
72 const T_partials_return y_sqr = y_dbl * y_dbl;
73 const T_partials_return inv_sigma_sqr = inv_sigma[n] * inv_sigma[n];
74 const T_partials_return exp_val =
exp(-0.5 * y_sqr * inv_sigma_sqr);
77 cdf *= (1.0 - exp_val);
81 for (
size_t n = 0; n < N; n++) {
82 const T_partials_return y_dbl =
value_of(y_vec[n]);
83 const T_partials_return y_sqr =
square(y_dbl);
84 const T_partials_return inv_sigma_sqr =
square(inv_sigma[n]);
85 const T_partials_return exp_val =
exp(-0.5 * y_sqr * inv_sigma_sqr);
86 const T_partials_return exp_div_1m_exp = exp_val / (1.0 - exp_val);
89 operands_and_partials.
d_x1[n] += y_dbl * inv_sigma_sqr
90 * exp_div_1m_exp * cdf;
92 operands_and_partials.
d_x2[n] -= y_sqr * inv_sigma_sqr
93 * inv_sigma[n] * exp_div_1m_exp * cdf;
96 return operands_and_partials.
value(cdf);
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.
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)
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
fvar< T > square(const fvar< T > &x)
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)
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)
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.
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
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[].
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
return_type< T_y, T_scale >::type rayleigh_cdf(const T_y &y, const T_scale &sigma)
VectorView< T_return_type, false, true > d_x1