1 #ifndef STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_LPDF_HPP 19 #include <boost/random/uniform_01.hpp> 20 #include <boost/random/variate_generator.hpp> 40 template <
bool propto,
41 typename T_y,
typename T_loc,
typename T_scale>
44 const T_loc& mu,
const T_scale& sigma) {
45 static const char*
function(
"double_exponential_lpdf");
59 T_partials_return logp(0.0);
65 "Location parameter", mu,
66 "Shape parameter", sigma);
76 operands_and_partials(y, mu, sigma);
79 T_partials_return, T_scale> inv_sigma(
length(sigma));
81 T_partials_return, T_scale>
82 inv_sigma_squared(
length(sigma));
84 T_partials_return, T_scale> log_sigma(
length(sigma));
85 for (
size_t i = 0; i <
length(sigma); i++) {
86 const T_partials_return sigma_dbl =
value_of(sigma_vec[i]);
88 inv_sigma[i] = 1.0 / sigma_dbl;
92 inv_sigma_squared[i] = inv_sigma[i] * inv_sigma[i];
95 for (
size_t n = 0; n < N; n++) {
96 const T_partials_return y_dbl =
value_of(y_vec[n]);
97 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
99 const T_partials_return y_m_mu = y_dbl - mu_dbl;
100 const T_partials_return fabs_y_m_mu =
fabs(y_m_mu);
105 logp -= log_sigma[n];
107 logp -= fabs_y_m_mu * inv_sigma[n];
109 T_partials_return sign_y_m_mu_times_inv_sigma(0);
111 sign_y_m_mu_times_inv_sigma =
sign(y_m_mu) * inv_sigma[n];
113 operands_and_partials.
d_x1[n] -= sign_y_m_mu_times_inv_sigma;
116 operands_and_partials.
d_x2[n] += sign_y_m_mu_times_inv_sigma;
119 operands_and_partials.
d_x3[n] += -inv_sigma[n] + fabs_y_m_mu
120 * inv_sigma_squared[n];
122 return operands_and_partials.
value(logp);
125 template <
typename T_y,
typename T_loc,
typename T_scale>
128 const T_scale& sigma) {
129 return double_exponential_lpdf<false>(y, mu, sigma);
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.
fvar< T > fabs(const fvar< T > &x)
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.
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)
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...
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
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)
VectorBuilder allocates type T1 values to be used as intermediate values.
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
return_type< T_y, T_loc, T_scale >::type double_exponential_lpdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
Returns the double exponential log probability density function.
VectorView< T_return_type, false, true > d_x1