1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_CCDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_CCDF_LOG_HPP
16 #include <boost/random/lognormal_distribution.hpp>
17 #include <boost/random/variate_generator.hpp>
23 template <
typename T_y,
typename T_loc,
typename T_scale>
24 typename return_type<T_y, T_loc, T_scale>::type
26 static const char*
function(
"stan::math::lognormal_ccdf_log");
30 T_partials_return ccdf_log = 0.0;
36 using boost::math::tools::promote_args;
53 operands_and_partials(y, mu, sigma);
64 return operands_and_partials.
value(0.0);
67 const double log_half =
std::log(0.5);
69 for (
size_t n = 0; n < N; n++) {
70 const T_partials_return y_dbl =
value_of(y_vec[n]);
71 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
72 const T_partials_return sigma_dbl =
value_of(sigma_vec[n]);
73 const T_partials_return scaled_diff = (
log(y_dbl) - mu_dbl)
75 const T_partials_return rep_deriv = SQRT_2 / sqrt_pi
76 *
exp(-scaled_diff * scaled_diff) / sigma_dbl;
79 const T_partials_return erfc_calc =
erfc(scaled_diff);
80 ccdf_log += log_half +
log(erfc_calc);
84 operands_and_partials.
d_x1[n] -= rep_deriv / erfc_calc / y_dbl;
86 operands_and_partials.
d_x2[n] += rep_deriv / erfc_calc;
88 operands_and_partials.
d_x3[n] += rep_deriv * scaled_diff * SQRT_2
92 return operands_and_partials.
value(ccdf_log);
return_type< T_y, T_loc, T_scale >::type lognormal_ccdf_log(const T_y &y, const T_loc &mu, const T_scale &sigma)
VectorView< T_return_type, false, true > d_x2
fvar< T > sqrt(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)
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
const double SQRT_2
The value of the square root of 2, .
fvar< T > exp(const fvar< T > &x)
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)
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
fvar< T > erfc(const fvar< T > &x)
double pi()
Return the value of pi.
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
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