1 #ifndef STAN_MATH_PRIM_SCAL_PROB_WEIBULL_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_WEIBULL_LPDF_HPP 19 #include <boost/random/weibull_distribution.hpp> 20 #include <boost/random/variate_generator.hpp> 40 template <
bool propto,
41 typename T_y,
typename T_shape,
typename T_scale>
43 weibull_lpdf(
const T_y& y,
const T_shape& alpha,
const T_scale& sigma) {
44 static const char*
function(
"weibull_lpdf");
55 T_partials_return logp(0.0);
61 "Shape parameter", alpha,
62 "Scale parameter", sigma);
70 size_t N =
max_size(y, alpha, sigma);
72 for (
size_t n = 0; n < N; n++) {
73 const T_partials_return y_dbl =
value_of(y_vec[n]);
79 T_partials_return, T_shape> log_alpha(
length(alpha));
80 for (
size_t i = 0; i <
length(alpha); i++)
85 T_partials_return, T_y> log_y(
length(y));
86 for (
size_t i = 0; i <
length(y); i++)
91 T_partials_return, T_scale> log_sigma(
length(sigma));
92 for (
size_t i = 0; i <
length(sigma); i++)
97 T_partials_return, T_scale> inv_sigma(
length(sigma));
98 for (
size_t i = 0; i <
length(sigma); i++)
100 inv_sigma[i] = 1.0 /
value_of(sigma_vec[i]);
103 T_partials_return, T_y, T_shape, T_scale>
104 y_div_sigma_pow_alpha(N);
105 for (
size_t i = 0; i < N; i++)
107 const T_partials_return y_dbl =
value_of(y_vec[i]);
108 const T_partials_return alpha_dbl =
value_of(alpha_vec[i]);
109 y_div_sigma_pow_alpha[i] =
pow(y_dbl * inv_sigma[i], alpha_dbl);
113 operands_and_partials(y, alpha, sigma);
114 for (
size_t n = 0; n < N; n++) {
115 const T_partials_return alpha_dbl =
value_of(alpha_vec[n]);
117 logp += log_alpha[n];
119 logp += (alpha_dbl-1.0)*log_y[n];
121 logp -= alpha_dbl*log_sigma[n];
123 logp -= y_div_sigma_pow_alpha[n];
126 const T_partials_return inv_y = 1.0 /
value_of(y_vec[n]);
127 operands_and_partials.
d_x1[n]
128 += (alpha_dbl-1.0) * inv_y
129 - alpha_dbl * y_div_sigma_pow_alpha[n] * inv_y;
132 operands_and_partials.
d_x2[n]
134 + (1.0 - y_div_sigma_pow_alpha[n]) * (log_y[n] - log_sigma[n]);
136 operands_and_partials.
d_x3[n]
137 += alpha_dbl * inv_sigma[n] * (y_div_sigma_pow_alpha[n] - 1.0);
139 return operands_and_partials.
value(logp);
142 template <
typename T_y,
typename T_shape,
typename T_scale>
145 weibull_lpdf(
const T_y& y,
const T_shape& alpha,
const T_scale& sigma) {
146 return weibull_lpdf<false>(y, alpha, 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.
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.
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
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_shape, T_scale >::type weibull_lpdf(const T_y &y, const T_shape &alpha, const T_scale &sigma)
Returns the Weibull log probability density for the given location and scale.
VectorView< T_return_type, false, true > d_x1