1 #ifndef STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_LOG_HPP
4 #include <boost/random/chi_squared_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
49 template <
bool propto,
50 typename T_y,
typename T_dof>
51 typename return_type<T_y, T_dof>::type
53 static const char*
function(
"stan::math::inv_chi_square_log");
67 T_partials_return logp(0.0);
72 "Degrees of freedom parameter", nu);
80 for (
size_t n = 0; n <
length(y); n++)
90 T_partials_return, T_y> log_y(
length(y));
91 for (
size_t i = 0; i <
length(y); i++)
96 T_partials_return, T_y> inv_y(
length(y));
97 for (
size_t i = 0; i <
length(y); i++)
102 T_partials_return, T_dof> lgamma_half_nu(
length(nu));
104 T_partials_return, T_dof>
105 digamma_half_nu_over_two(
length(nu));
106 for (
size_t i = 0; i <
length(nu); i++) {
107 T_partials_return half_nu = 0.5 *
value_of(nu_vec[i]);
109 lgamma_half_nu[i] =
lgamma(half_nu);
111 digamma_half_nu_over_two[i] =
digamma(half_nu) * 0.5;
115 for (
size_t n = 0; n < N; n++) {
116 const T_partials_return nu_dbl =
value_of(nu_vec[n]);
117 const T_partials_return half_nu = 0.5 * nu_dbl;
122 logp -= (half_nu+1.0) * log_y[n];
124 logp -= 0.5 * inv_y[n];
127 operands_and_partials.
d_x1[n]
128 += -(half_nu+1.0) * inv_y[n] + 0.5 * inv_y[n] * inv_y[n];
131 operands_and_partials.
d_x2[n]
136 return operands_and_partials.
value(logp);
139 template <
typename T_y,
typename T_dof>
143 return inv_chi_square_log<false>(y, nu);
VectorView< T_return_type, false, true > d_x2
fvar< T > lgamma(const fvar< T > &x)
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.
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.
size_t length(const std::vector< T > &x)
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
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
This class builds partial derivatives with respect to a set of operands.
size_t max_size(const T1 &x1, const T2 &x2)
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
VectorBuilder allocates type T1 values to be used as intermediate values.
return_type< T_y, T_dof >::type inv_chi_square_log(const T_y &y, const T_dof &nu)
The log of an inverse chi-squared density for y with the specified degrees of freedom parameter...
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.
const double NEG_LOG_TWO_OVER_TWO
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
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
VectorView< T_return_type, false, true > d_x1
fvar< T > digamma(const fvar< T > &x)