1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_LCDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_LCDF_HPP 17 template <
typename T_y,
typename T_loc,
typename T_scale>
19 const T_y& y,
const T_loc& mu,
const T_scale& sigma) {
20 static const char*
function =
"lognormal_lcdf";
24 T_partials_return cdf_log = 0.0;
51 const double log_half =
std::log(0.5);
53 for (
size_t n = 0; n < N; n++) {
54 const T_partials_return y_dbl =
value_of(y_vec[n]);
55 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
56 const T_partials_return sigma_dbl =
value_of(sigma_vec[n]);
57 const T_partials_return scaled_diff
58 = (
log(y_dbl) - mu_dbl) / (sigma_dbl *
SQRT_2);
59 const T_partials_return rep_deriv
60 = SQRT_2 / sqrt_pi *
exp(-scaled_diff * scaled_diff) / sigma_dbl;
62 const T_partials_return erfc_calc =
erfc(-scaled_diff);
63 cdf_log += log_half +
log(erfc_calc);
66 ops_partials.
edge1_.partials_[n] += rep_deriv / erfc_calc / y_dbl;
68 ops_partials.
edge2_.partials_[n] -= rep_deriv / erfc_calc;
70 ops_partials.
edge3_.partials_[n]
71 -= rep_deriv * scaled_diff * SQRT_2 / erfc_calc;
73 return ops_partials.
build(cdf_log);
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
fvar< T > sqrt(const fvar< T > &x)
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.
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
return_type< T_y, T_loc, T_scale >::type lognormal_lcdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
const double SQRT_2
The value of the square root of 2, .
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
boost::math::tools::promote_args< double, typename scalar_type< T >::type, typename return_type< Types_pack... >::type >::type type
fvar< T > exp(const fvar< T > &x)
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
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.
internal::ops_partials_edge< double, Op2 > edge2_
fvar< T > erfc(const fvar< T > &x)
double pi()
Return the value of pi.
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_
double negative_infinity()
Return negative infinity.