Stan Math Library  2.14.0
reverse mode automatic differentiation
weibull_lpdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_WEIBULL_LPDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_WEIBULL_LPDF_HPP
3 
19 #include <boost/random/weibull_distribution.hpp>
20 #include <boost/random/variate_generator.hpp>
21 #include <cmath>
22 
23 namespace stan {
24  namespace math {
25 
26  // Weibull(y|alpha, sigma) [y >= 0; alpha > 0; sigma > 0]
27  template <bool propto,
28  typename T_y, typename T_shape, typename T_scale>
30  weibull_lpdf(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
31  static const char* function("weibull_lpdf");
33  T_partials_return;
34 
35  using std::log;
36 
37  if (!(stan::length(y)
38  && stan::length(alpha)
39  && stan::length(sigma)))
40  return 0.0;
41 
42  T_partials_return logp(0.0);
43  check_finite(function, "Random variable", y);
44  check_positive_finite(function, "Shape parameter", alpha);
45  check_positive_finite(function, "Scale parameter", sigma);
46  check_consistent_sizes(function,
47  "Random variable", y,
48  "Shape parameter", alpha,
49  "Scale parameter", sigma);
50 
52  return 0.0;
53 
54  VectorView<const T_y> y_vec(y);
55  VectorView<const T_shape> alpha_vec(alpha);
56  VectorView<const T_scale> sigma_vec(sigma);
57  size_t N = max_size(y, alpha, sigma);
58 
59  for (size_t n = 0; n < N; n++) {
60  const T_partials_return y_dbl = value_of(y_vec[n]);
61  if (y_dbl < 0)
62  return LOG_ZERO;
63  }
64 
66  T_partials_return, T_shape> log_alpha(length(alpha));
67  for (size_t i = 0; i < length(alpha); i++)
69  log_alpha[i] = log(value_of(alpha_vec[i]));
70 
72  T_partials_return, T_y> log_y(length(y));
73  for (size_t i = 0; i < length(y); i++)
75  log_y[i] = log(value_of(y_vec[i]));
76 
78  T_partials_return, T_scale> log_sigma(length(sigma));
79  for (size_t i = 0; i < length(sigma); i++)
81  log_sigma[i] = log(value_of(sigma_vec[i]));
82 
84  T_partials_return, T_scale> inv_sigma(length(sigma));
85  for (size_t i = 0; i < length(sigma); i++)
87  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
88 
90  T_partials_return, T_y, T_shape, T_scale>
91  y_div_sigma_pow_alpha(N);
92  for (size_t i = 0; i < N; i++)
94  const T_partials_return y_dbl = value_of(y_vec[i]);
95  const T_partials_return alpha_dbl = value_of(alpha_vec[i]);
96  y_div_sigma_pow_alpha[i] = pow(y_dbl * inv_sigma[i], alpha_dbl);
97  }
98 
100  operands_and_partials(y, alpha, sigma);
101  for (size_t n = 0; n < N; n++) {
102  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
104  logp += log_alpha[n];
106  logp += (alpha_dbl-1.0)*log_y[n];
108  logp -= alpha_dbl*log_sigma[n];
110  logp -= y_div_sigma_pow_alpha[n];
111 
113  const T_partials_return inv_y = 1.0 / value_of(y_vec[n]);
114  operands_and_partials.d_x1[n]
115  += (alpha_dbl-1.0) * inv_y
116  - alpha_dbl * y_div_sigma_pow_alpha[n] * inv_y;
117  }
119  operands_and_partials.d_x2[n]
120  += 1.0/alpha_dbl
121  + (1.0 - y_div_sigma_pow_alpha[n]) * (log_y[n] - log_sigma[n]);
123  operands_and_partials.d_x3[n]
124  += alpha_dbl * inv_sigma[n] * (y_div_sigma_pow_alpha[n] - 1.0);
125  }
126  return operands_and_partials.value(logp);
127  }
128 
129  template <typename T_y, typename T_shape, typename T_scale>
130  inline
132  weibull_lpdf(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
133  return weibull_lpdf<false>(y, alpha, sigma);
134  }
135 
136  }
137 }
138 #endif
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.
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.
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
const double LOG_ZERO
Definition: constants.hpp:172
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_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)
Definition: max_size.hpp:9
VectorBuilder allocates type T1 values to be used as intermediate values.
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:17
VectorView is a template expression that is constructed with a container or scalar, which it then allows to be used as an array using operator[].
Definition: VectorView.hpp:48
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)
VectorView< T_return_type, false, true > d_x1

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