1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LPDF_HPP 4 #include <boost/random/uniform_01.hpp> 5 #include <boost/random/variate_generator.hpp> 40 template <
bool propto,
typename T_y,
typename T_loc,
typename T_scale>
42 gumbel_lpdf(
const T_y& y,
const T_loc& mu,
const T_scale& beta) {
43 static const char*
function(
"gumbel_lpdf");
56 T_partials_return logp(0.0);
63 "Location parameter", mu,
64 "Scale parameter", beta);
70 operands_and_partials(y, mu, beta);
79 T_partials_return, T_scale> log_beta(
length(beta));
80 for (
size_t i = 0; i <
length(beta); i++) {
81 inv_beta[i] = 1.0 /
value_of(beta_vec[i]);
86 for (
size_t n = 0; n < N; n++) {
87 const T_partials_return y_dbl =
value_of(y_vec[n]);
88 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
90 const T_partials_return y_minus_mu_over_beta
91 = (y_dbl - mu_dbl) * inv_beta[n];
96 logp += -y_minus_mu_over_beta -
exp(-y_minus_mu_over_beta);
98 T_partials_return scaled_diff = inv_beta[n]
99 *
exp(-y_minus_mu_over_beta);
101 operands_and_partials.
d_x1[n] -= inv_beta[n] - scaled_diff;
103 operands_and_partials.
d_x2[n] += inv_beta[n] - scaled_diff;
105 operands_and_partials.
d_x3[n]
106 += -inv_beta[n] + y_minus_mu_over_beta * inv_beta[n]
107 - scaled_diff * y_minus_mu_over_beta;
109 return operands_and_partials.
value(logp);
112 template <
typename T_y,
typename T_loc,
typename T_scale>
116 return gumbel_lpdf<false>(y, mu, beta);
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.
return_type< T_y, T_loc, T_scale >::type gumbel_lpdf(const T_y &y, const T_loc &mu, const T_scale &beta)
Returns the Gumbel log probability density for the given location and scale.
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...
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)
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
VectorView< T_return_type, false, true > d_x1