1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LCDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LCDF_HPP 4 #include <boost/random/uniform_real_distribution.hpp> 5 #include <boost/random/variate_generator.hpp> 26 template <
typename T_y,
typename T_scale>
29 static const char*
function(
"rayleigh_lcdf");
36 T_partials_return cdf_log(0.0);
47 "Scale parameter", sigma);
56 for (
size_t i = 0; i <
length(sigma); i++) {
57 inv_sigma[i] = 1.0 /
value_of(sigma_vec[i]);
60 for (
size_t n = 0; n < N; n++) {
61 const T_partials_return y_dbl =
value_of(y_vec[n]);
62 const T_partials_return y_sqr = y_dbl * y_dbl;
63 const T_partials_return inv_sigma_sqr = inv_sigma[n] * inv_sigma[n];
64 const T_partials_return exp_val =
exp(-0.5 * y_sqr * inv_sigma_sqr);
65 const T_partials_return exp_div_1m_exp = exp_val / (1.0 - exp_val);
68 cdf_log +=
log1m(exp_val);
71 operands_and_partials.
d_x1[n] += y_dbl * inv_sigma_sqr
74 operands_and_partials.
d_x2[n] -= y_sqr * inv_sigma_sqr
75 * inv_sigma[n] * exp_div_1m_exp;
77 return operands_and_partials.
value(cdf_log);
VectorView< T_return_type, false, true > d_x2
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.
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...
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
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
return_type< T_y, T_scale >::type rayleigh_lcdf(const T_y &y, const T_scale &sigma)
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.
size_t max_size(const T1 &x1, const T2 &x2)
VectorBuilder allocates type T1 values to be used as intermediate values.
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
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
fvar< T > log1m(const fvar< T > &x)
VectorView< T_return_type, false, true > d_x1