1 #ifndef STAN_MATH_PRIM_SCAL_PROB_VON_MISES_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_VON_MISES_LPDF_HPP 18 template <
bool propto,
typename T_y,
typename T_loc,
typename T_scale>
20 T_y
const& y, T_loc
const& mu, T_scale
const& kappa) {
21 static char const*
const function =
"von_mises_lpdf";
30 T_partials_return logp = 0.0;
36 mu,
"Scale parameter", kappa);
46 const bool compute_bessel1 = !kappa_const;
47 const double TWO_PI = 2.0 *
pi();
56 log_bessel0(
length(kappa));
57 for (
size_t i = 0; i <
length(kappa); i++) {
58 kappa_dbl[i] =
value_of(kappa_vec[i]);
68 for (
size_t n = 0; n < N; n++) {
69 const T_partials_return y_ =
value_of(y_vec[n]);
70 const T_partials_return y_dbl = y_ -
floor(y_ / TWO_PI) * TWO_PI;
71 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
73 T_partials_return bessel0 = 0;
76 T_partials_return bessel1 = 0;
79 const T_partials_return kappa_sin = kappa_dbl[n] *
sin(mu_dbl - y_dbl);
80 const T_partials_return kappa_cos = kappa_dbl[n] *
cos(mu_dbl - y_dbl);
85 logp -= log_bessel0[n];
90 ops_partials.
edge1_.partials_[n] += kappa_sin;
92 ops_partials.
edge2_.partials_[n] -= kappa_sin;
94 ops_partials.
edge3_.partials_[n]
95 += kappa_cos / kappa_dbl[n] - bessel1 / bessel0;
97 return ops_partials.
build(logp);
100 template <
typename T_y,
typename T_loc,
typename T_scale>
102 T_y
const& y, T_loc
const& mu, T_scale
const& kappa) {
103 return von_mises_lpdf<false>(y, mu, kappa);
fvar< T > cos(const fvar< T > &x)
return_type< T_y, T_loc, T_scale >::type von_mises_lpdf(T_y const &y, T_loc const &mu, T_scale const &kappa)
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
boost::math::tools::promote_args< double, typename partials_type< typename scalar_type< T >::type >::type, typename partials_return_type< T_pack... >::type >::type type
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...
fvar< T > log(const fvar< T > &x)
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
This template builds partial derivatives with respect to a set of operands.
size_t length(const std::vector< T > &x)
Returns the length of the provided std::vector.
bool size_zero(T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
fvar< T > modified_bessel_first_kind(int v, const fvar< T > &z)
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
fvar< T > sin(const fvar< T > &x)
boost::math::tools::promote_args< double, typename scalar_type< T >::type, typename return_type< Types_pack... >::type >::type type
size_t max_size(const T1 &x1, const T2 &x2)
T_return_type build(double value)
Build the node to be stored on the autodiff graph.
VectorBuilder allocates type T1 values to be used as intermediate values.
internal::ops_partials_edge< double, Op2 > edge2_
fvar< T > floor(const fvar< T > &x)
boost::math::tools::promote_args< T1, T2, double >::type log_modified_bessel_first_kind(const T1 v, const T2 z)
double pi()
Return the value of pi.
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.
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_