1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LCCDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LCCDF_HPP 4 #include <boost/random/uniform_01.hpp> 5 #include <boost/random/variate_generator.hpp> 40 template <
typename T_y,
typename T_loc,
typename T_scale>
43 static const char*
function(
"gumbel_lccdf");
50 T_partials_return ccdf_log(0.0);
62 "Location parameter", mu,
63 "Scale parameter", beta);
66 operands_and_partials(y, mu, beta);
73 for (
size_t n = 0; n < N; n++) {
74 const T_partials_return y_dbl =
value_of(y_vec[n]);
75 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
76 const T_partials_return beta_dbl =
value_of(beta_vec[n]);
77 const T_partials_return scaled_diff = (y_dbl - mu_dbl) / beta_dbl;
78 const T_partials_return rep_deriv =
exp(-scaled_diff
81 const T_partials_return ccdf_log_ = 1.0 -
exp(-
exp(-scaled_diff));
82 ccdf_log +=
log(ccdf_log_);
85 operands_and_partials.
d_x1[n] -= rep_deriv / ccdf_log_;
87 operands_and_partials.
d_x2[n] += rep_deriv / ccdf_log_;
89 operands_and_partials.
d_x3[n] += rep_deriv * scaled_diff / ccdf_log_;
92 return operands_and_partials.
value(ccdf_log);
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.
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)
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...
fvar< T > exp(const fvar< T > &x)
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
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)
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
return_type< T_y, T_loc, T_scale >::type gumbel_lccdf(const T_y &y, const T_loc &mu, const T_scale &beta)
Returns the Gumbel log complementary cumulative distribution for the given location and scale...
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
VectorView< T_return_type, false, true > d_x1