1 #ifndef STAN_MATH_PRIM_SCAL_PROB_FRECHET_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_FRECHET_LOG_HPP
4 #include <boost/random/weibull_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
31 template <
bool propto,
32 typename T_y,
typename T_shape,
typename T_scale>
33 typename return_type<T_y, T_shape, T_scale>::type
34 frechet_log(
const T_y& y,
const T_shape& alpha,
const T_scale& sigma) {
35 static const char*
function(
"stan::math::frechet_log");
54 T_partials_return logp(0.0);
60 "Shape parameter", alpha,
61 "Scale parameter", sigma);
70 size_t N =
max_size(y, alpha, sigma);
73 T_partials_return, T_shape> log_alpha(
length(alpha));
74 for (
size_t i = 0; i <
length(alpha); i++)
79 T_partials_return, T_y> log_y(
length(y));
80 for (
size_t i = 0; i <
length(y); i++)
85 T_partials_return, T_scale> log_sigma(
length(sigma));
86 for (
size_t i = 0; i <
length(sigma); i++)
91 T_partials_return, T_y> inv_y(
length(y));
92 for (
size_t i = 0; i <
length(y); i++)
97 T_partials_return, T_y, T_shape, T_scale>
98 sigma_div_y_pow_alpha(N);
99 for (
size_t i = 0; i < N; i++)
101 const T_partials_return alpha_dbl =
value_of(alpha_vec[i]);
102 sigma_div_y_pow_alpha[i] =
pow(inv_y[i] *
value_of(sigma_vec[i]),
107 operands_and_partials(y, alpha, sigma);
108 for (
size_t n = 0; n < N; n++) {
109 const T_partials_return alpha_dbl =
value_of(alpha_vec[n]);
111 logp += log_alpha[n];
113 logp -= (alpha_dbl+1.0)*log_y[n];
115 logp += alpha_dbl*log_sigma[n];
117 logp -= sigma_div_y_pow_alpha[n];
120 const T_partials_return inv_y_dbl =
value_of(inv_y[n]);
121 operands_and_partials.
d_x1[n]
122 += -(alpha_dbl+1.0) * inv_y_dbl
123 + alpha_dbl * sigma_div_y_pow_alpha[n] * inv_y_dbl;
126 operands_and_partials.
d_x2[n]
128 + (1.0 - sigma_div_y_pow_alpha[n]) * (log_sigma[n] - log_y[n]);
130 operands_and_partials.
d_x3[n]
131 += alpha_dbl /
value_of(sigma_vec[n])
132 * (1 - sigma_div_y_pow_alpha[n]);
134 return operands_and_partials.
value(logp);
137 template <
typename T_y,
typename T_shape,
typename T_scale>
140 frechet_log(
const T_y& y,
const T_shape& alpha,
const T_scale& sigma) {
141 return frechet_log<false>(y, alpha, sigma);
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.
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)
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...
return_type< T_y, T_shape, T_scale >::type frechet_log(const T_y &y, const T_shape &alpha, const T_scale &sigma)
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)
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
VectorBuilder allocates type T1 values to be used as intermediate values.
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.
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.
VectorView< T_return_type, false, true > d_x1