Stan Math Library  2.11.0
reverse mode automatic differentiation
gumbel_ccdf_log.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CCDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CCDF_LOG_HPP
3 
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
20 #include <cmath>
21 
22 namespace stan {
23 
24  namespace math {
25 
26  template <typename T_y, typename T_loc, typename T_scale>
27  typename return_type<T_y, T_loc, T_scale>::type
28  gumbel_ccdf_log(const T_y& y, const T_loc& mu, const T_scale& beta) {
29  static const char* function("stan::math::gumbel_ccdf_log");
31  T_partials_return;
32 
38  using std::log;
39  using std::exp;
40 
41  T_partials_return ccdf_log(0.0);
42  // check if any vectors are zero length
43  if (!(stan::length(y)
44  && stan::length(mu)
45  && stan::length(beta)))
46  return ccdf_log;
47 
48  check_not_nan(function, "Random variable", y);
49  check_finite(function, "Location parameter", mu);
50  check_not_nan(function, "Scale parameter", beta);
51  check_positive(function, "Scale parameter", beta);
52  check_consistent_sizes(function,
53  "Random variable", y,
54  "Location parameter", mu,
55  "Scale parameter", beta);
56 
58  operands_and_partials(y, mu, beta);
59 
60  VectorView<const T_y> y_vec(y);
61  VectorView<const T_loc> mu_vec(mu);
62  VectorView<const T_scale> beta_vec(beta);
63  size_t N = max_size(y, mu, beta);
64 
65  for (size_t n = 0; n < N; n++) {
66  const T_partials_return y_dbl = value_of(y_vec[n]);
67  const T_partials_return mu_dbl = value_of(mu_vec[n]);
68  const T_partials_return beta_dbl = value_of(beta_vec[n]);
69  const T_partials_return scaled_diff = (y_dbl - mu_dbl) / beta_dbl;
70  const T_partials_return rep_deriv = exp(-scaled_diff
71  - exp(-scaled_diff))
72  / beta_dbl;
73  const T_partials_return ccdf_log_ = 1.0 - exp(-exp(-scaled_diff));
74  ccdf_log += log(ccdf_log_);
75 
77  operands_and_partials.d_x1[n] -= rep_deriv / ccdf_log_;
79  operands_and_partials.d_x2[n] += rep_deriv / ccdf_log_;
81  operands_and_partials.d_x3[n] += rep_deriv * scaled_diff / ccdf_log_;
82  }
83 
84  return operands_and_partials.value(ccdf_log);
85  }
86  }
87 }
88 #endif
89 
VectorView< T_return_type, false, true > d_x2
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
return_type< T_y, T_loc, T_scale >::type gumbel_ccdf_log(const T_y &y, const T_loc &mu, const T_scale &beta)
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
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
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)
Definition: exp.hpp:10
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)
Definition: max_size.hpp:9
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
bool check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Return true if the dimension of x1 is consistent with 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[].
Definition: VectorView.hpp:48
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

     [ Stan Home Page ] © 2011–2016, Stan Development Team.