1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LCDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LCDF_HPP 17 template <
typename T_y,
typename T_scale>
19 const T_scale& sigma) {
20 static const char*
function =
"rayleigh_lcdf";
26 T_partials_return cdf_log(0.0);
45 for (
size_t i = 0; i <
length(sigma); i++) {
46 inv_sigma[i] = 1.0 /
value_of(sigma_vec[i]);
49 for (
size_t n = 0; n < N; n++) {
50 const T_partials_return y_dbl =
value_of(y_vec[n]);
51 const T_partials_return y_sqr = y_dbl * y_dbl;
52 const T_partials_return inv_sigma_sqr = inv_sigma[n] * inv_sigma[n];
53 const T_partials_return exp_val =
exp(-0.5 * y_sqr * inv_sigma_sqr);
54 const T_partials_return exp_div_1m_exp = exp_val / (1.0 - exp_val);
57 cdf_log +=
log1m(exp_val);
60 ops_partials.
edge1_.partials_[n]
61 += y_dbl * inv_sigma_sqr * exp_div_1m_exp;
63 ops_partials.
edge2_.partials_[n]
64 -= y_sqr * inv_sigma_sqr * inv_sigma[n] * exp_div_1m_exp;
66 return ops_partials.
build(cdf_log);
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.
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...
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
return_type< T_y, T_scale >::type rayleigh_lcdf(const T_y &y, const T_scale &sigma)
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.
VectorBuilder allocates type T1 values to be used as intermediate values.
internal::ops_partials_edge< double, Op2 > edge2_
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
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)
internal::ops_partials_edge< double, Op1 > edge1_