Stan Math Library  2.20.0
reverse mode automatic differentiation
double_exponential_lcdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_LCDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_LCDF_HPP
3 
12 #include <cmath>
13 
14 namespace stan {
15 namespace math {
16 
31 template <typename T_y, typename T_loc, typename T_scale>
33  const T_y& y, const T_loc& mu, const T_scale& sigma) {
34  static const char* function = "double_exponential_lcdf";
36  T_partials_return;
37 
38  T_partials_return cdf_log(0.0);
39 
40  if (size_zero(y, mu, sigma))
41  return cdf_log;
42 
43  check_not_nan(function, "Random variable", y);
44  check_finite(function, "Location parameter", mu);
45  check_positive_finite(function, "Scale parameter", sigma);
46  check_consistent_sizes(function, "Random variable", y, "Location parameter",
47  mu, "Scale Parameter", sigma);
48 
49  using std::exp;
50  using std::log;
51 
52  operands_and_partials<T_y, T_loc, T_scale> ops_partials(y, mu, sigma);
53 
54  scalar_seq_view<T_y> y_vec(y);
55  scalar_seq_view<T_loc> mu_vec(mu);
56  scalar_seq_view<T_scale> sigma_vec(sigma);
57  const double log_half = std::log(0.5);
58  size_t N = max_size(y, mu, sigma);
59 
60  for (size_t n = 0; n < N; n++) {
61  const T_partials_return y_dbl = value_of(y_vec[n]);
62  const T_partials_return mu_dbl = value_of(mu_vec[n]);
63  const T_partials_return sigma_dbl = value_of(sigma_vec[n]);
64  const T_partials_return scaled_diff = (y_dbl - mu_dbl) / sigma_dbl;
65  const T_partials_return inv_sigma = 1.0 / sigma_dbl;
66  if (y_dbl < mu_dbl) {
67  cdf_log += log_half + scaled_diff;
68 
70  ops_partials.edge1_.partials_[n] += inv_sigma;
72  ops_partials.edge2_.partials_[n] -= inv_sigma;
74  ops_partials.edge3_.partials_[n] -= scaled_diff * inv_sigma;
75  } else {
76  cdf_log += log1m(0.5 * exp(-scaled_diff));
77 
78  const T_partials_return rep_deriv = 1.0 / (2.0 * exp(scaled_diff) - 1.0);
80  ops_partials.edge1_.partials_[n] += rep_deriv * inv_sigma;
82  ops_partials.edge2_.partials_[n] -= rep_deriv * inv_sigma;
84  ops_partials.edge3_.partials_[n] -= rep_deriv * scaled_diff * inv_sigma;
85  }
86  }
87  return ops_partials.build(cdf_log);
88 }
89 } // namespace math
90 } // namespace stan
91 #endif
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.
Definition: value_of.hpp:17
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...
Definition: conjunction.hpp:14
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:12
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.
Definition: size_zero.hpp:18
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
Definition: return_type.hpp:36
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:11
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
return_type< T_y, T_loc, T_scale >::type double_exponential_lcdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
Returns the double exponential log cumulative density function.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
T_return_type build(double value)
Build the node to be stored on the autodiff graph.
internal::ops_partials_edge< double, Op2 > edge2_
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.
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:12
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_

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