1 #ifndef STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_CDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_CDF_HPP 29 template <
typename T_y,
typename T_loc,
typename T_scale>
31 const T_y& y,
const T_loc& mu,
const T_scale& sigma) {
32 static const char*
function =
"double_exponential_cdf";
41 T_partials_return cdf(1.0);
54 for (
size_t n = 0; n < N; n++) {
55 const T_partials_return y_dbl =
value_of(y_vec[n]);
56 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
57 const T_partials_return sigma_dbl =
value_of(sigma_vec[n]);
58 const T_partials_return scaled_diff = (y_dbl - mu_dbl) / (sigma_dbl);
59 const T_partials_return exp_scaled_diff =
exp(scaled_diff);
62 cdf *= exp_scaled_diff * 0.5;
64 cdf *= 1.0 - 0.5 / exp_scaled_diff;
67 for (
size_t n = 0; n < N; n++) {
68 const T_partials_return y_dbl =
value_of(y_vec[n]);
69 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
70 const T_partials_return sigma_dbl =
value_of(sigma_vec[n]);
71 const T_partials_return scaled_diff = (y_dbl - mu_dbl) / sigma_dbl;
72 const T_partials_return exp_scaled_diff =
exp(scaled_diff);
73 const T_partials_return inv_sigma = 1.0 / sigma_dbl;
77 ops_partials.
edge1_.partials_[n] += inv_sigma * cdf;
79 ops_partials.
edge2_.partials_[n] -= inv_sigma * cdf;
81 ops_partials.
edge3_.partials_[n] -= scaled_diff * inv_sigma * cdf;
83 const T_partials_return rep_deriv
84 = cdf * inv_sigma / (2.0 * exp_scaled_diff - 1.0);
86 ops_partials.
edge1_.partials_[n] += rep_deriv;
88 ops_partials.
edge2_.partials_[n] -= rep_deriv;
90 ops_partials.
edge3_.partials_[n] -= rep_deriv * scaled_diff;
93 return ops_partials.
build(cdf);
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...
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.
bool size_zero(T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
return_type< T_y, T_loc, T_scale >::type double_exponential_cdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
Returns the double exponential cumulative density function.
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_
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_