1 #ifndef STAN_MATH_PRIM_SCAL_PROB_FRECHET_CCDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_FRECHET_CCDF_LOG_HPP
4 #include <boost/random/weibull_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
28 template <
typename T_y,
typename T_shape,
typename T_scale>
29 typename return_type<T_y, T_shape, T_scale>::type
34 static const char*
function(
"frechet_ccdf_log");
36 using boost::math::tools::promote_args;
43 T_partials_return ccdf_log(0.0);
49 operands_and_partials(y, alpha, sigma);
56 size_t N =
max_size(y, sigma, alpha);
58 for (
size_t n = 0; n < N; n++) {
59 const T_partials_return y_dbl =
value_of(y_vec[n]);
60 const T_partials_return sigma_dbl =
value_of(sigma_vec[n]);
61 const T_partials_return alpha_dbl =
value_of(alpha_vec[n]);
62 const T_partials_return pow_ =
pow(sigma_dbl / y_dbl, alpha_dbl);
63 const T_partials_return exp_ =
exp(-pow_);
65 ccdf_log +=
log1m(exp_);
67 const T_partials_return rep_deriv_ = pow_ / (1.0 / exp_ - 1);
69 operands_and_partials.
d_x1[n] -= alpha_dbl / y_dbl * rep_deriv_;
71 operands_and_partials.
d_x2[n] -=
log(y_dbl / sigma_dbl) * rep_deriv_;
73 operands_and_partials.
d_x3[n] += alpha_dbl / sigma_dbl * rep_deriv_;
75 return operands_and_partials.
value(ccdf_log);
VectorView< T_return_type, false, true > d_x2
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.
size_t length(const std::vector< T > &x)
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)
This class builds partial derivatives with respect to a set of operands.
VectorView< T_return_type, false, true > d_x3
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
size_t max_size(const T1 &x1, const T2 &x2)
return_type< T_y, T_shape, T_scale >::type frechet_ccdf_log(const T_y &y, const T_shape &alpha, const T_scale &sigma)
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
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[].
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
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
fvar< T > log1m(const fvar< T > &x)
VectorView< T_return_type, false, true > d_x1