1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LOG_HPP
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
26 template <
bool propto,
typename T_y,
typename T_loc,
typename T_scale>
27 typename return_type<T_y, T_loc, T_scale>::type
28 gumbel_log(
const T_y& y,
const T_loc& mu,
const T_scale& beta) {
29 static const char*
function(
"stan::math::gumbel_log");
52 T_partials_return logp(0.0);
60 "Location parameter", mu,
61 "Scale parameter", beta);
69 operands_and_partials(y, mu, beta);
78 T_partials_return, T_scale> log_beta(
length(beta));
79 for (
size_t i = 0; i <
length(beta); i++) {
80 inv_beta[i] = 1.0 /
value_of(beta_vec[i]);
85 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]);
91 const T_partials_return y_minus_mu_over_beta
92 = (y_dbl - mu_dbl) * inv_beta[n];
98 logp += -y_minus_mu_over_beta -
exp(-y_minus_mu_over_beta);
101 T_partials_return scaled_diff = inv_beta[n]
102 *
exp(-y_minus_mu_over_beta);
104 operands_and_partials.
d_x1[n] -= inv_beta[n] - scaled_diff;
106 operands_and_partials.
d_x2[n] += inv_beta[n] - scaled_diff;
108 operands_and_partials.
d_x3[n]
109 += -inv_beta[n] + y_minus_mu_over_beta * inv_beta[n]
110 - scaled_diff * y_minus_mu_over_beta;
112 return operands_and_partials.
value(logp);
115 template <
typename T_y,
typename T_loc,
typename T_scale>
118 gumbel_log(
const T_y& y,
const T_loc& mu,
const T_scale& beta) {
119 return gumbel_log<false>(y, mu, beta);
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_loc, T_scale >::type gumbel_log(const T_y &y, const T_loc &mu, const T_scale &beta)
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)
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
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.
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
VectorView< T_return_type, false, true > d_x1