Stan Math Library  2.15.0
reverse mode automatic differentiation
rayleigh_lpdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LPDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LPDF_HPP
3 
4 #include <boost/random/uniform_real_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
21 #include <cmath>
22 
23 namespace stan {
24  namespace math {
25 
26  template <bool propto,
27  typename T_y, typename T_scale>
29  rayleigh_lpdf(const T_y& y, const T_scale& sigma) {
30  static const char* function("rayleigh_lpdf");
32  T_partials_return;
33 
34  using std::log;
36  using std::log;
37 
38  if (!(stan::length(y) && stan::length(sigma)))
39  return 0.0;
40 
41  T_partials_return logp(0.0);
42 
43  check_not_nan(function, "Random variable", y);
44  check_positive(function, "Scale parameter", sigma);
45  check_positive(function, "Random variable", y);
46  check_consistent_sizes(function,
47  "Random variable", y,
48  "Scale parameter", sigma);
49 
51  return 0.0;
52 
53  OperandsAndPartials<T_y, T_scale> operands_and_partials(y, sigma);
54 
56  scalar_seq_view<const T_scale> sigma_vec(sigma);
57  size_t N = max_size(y, sigma);
58 
61  T_partials_return, T_scale> log_sigma(length(sigma));
62  for (size_t i = 0; i < length(sigma); i++) {
63  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
65  log_sigma[i] = log(value_of(sigma_vec[i]));
66  }
67 
68  for (size_t n = 0; n < N; n++) {
69  const T_partials_return y_dbl = value_of(y_vec[n]);
70  const T_partials_return y_over_sigma = y_dbl * inv_sigma[n];
71  static double NEGATIVE_HALF = -0.5;
72 
74  logp -= 2.0 * log_sigma[n];
76  logp += log(y_dbl);
77  logp += NEGATIVE_HALF * y_over_sigma * y_over_sigma;
78 
79  T_partials_return scaled_diff = inv_sigma[n] * y_over_sigma;
81  operands_and_partials.d_x1[n] += 1.0 / y_dbl - scaled_diff;
83  operands_and_partials.d_x2[n]
84  += y_over_sigma * scaled_diff - 2.0 * inv_sigma[n];
85  }
86  return operands_and_partials.value(logp);
87  }
88 
89  template <typename T_y, typename T_scale>
90  inline
92  rayleigh_lpdf(const T_y& y, const T_scale& sigma) {
93  return rayleigh_lpdf<false>(y, sigma);
94  }
95 
96  }
97 }
98 #endif
VectorView< T_return_type, false, true > d_x2
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
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)
Definition: length.hpp:10
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
Definition: return_type.hpp:27
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
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)
Definition: max_size.hpp:9
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
return_type< T_y, T_scale >::type rayleigh_lpdf(const T_y &y, const T_scale &sigma)
VectorView< T_return_type, false, true > d_x1

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