1 #ifndef STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_LPDF_HPP 38 template <
bool propto,
typename T_y,
typename T_dof>
41 static const char*
function =
"inv_chi_square_lpdf";
48 "Degrees of freedom parameter", nu);
52 T_partials_return logp(0);
58 for (
size_t n = 0; n <
length(y); n++)
67 for (
size_t i = 0; i <
length(y); i++)
73 for (
size_t i = 0; i <
length(y); i++)
78 lgamma_half_nu(
length(nu));
80 digamma_half_nu_over_two(
length(nu));
81 for (
size_t i = 0; i <
length(nu); i++) {
82 T_partials_return half_nu = 0.5 *
value_of(nu_vec[i]);
84 lgamma_half_nu[i] =
lgamma(half_nu);
86 digamma_half_nu_over_two[i] =
digamma(half_nu) * 0.5;
90 for (
size_t n = 0; n < N; n++) {
91 const T_partials_return nu_dbl =
value_of(nu_vec[n]);
92 const T_partials_return half_nu = 0.5 * nu_dbl;
97 logp -= (half_nu + 1.0) * log_y[n];
99 logp -= 0.5 * inv_y[n];
102 ops_partials.
edge1_.partials_[n]
103 += -(half_nu + 1.0) * inv_y[n] + 0.5 * inv_y[n] * inv_y[n];
107 - digamma_half_nu_over_two[n]
111 return ops_partials.
build(logp);
114 template <
typename T_y,
typename T_dof>
116 const T_y& y,
const T_dof& nu) {
117 return inv_chi_square_lpdf<false>(y, nu);
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 > lgamma(const fvar< T > &x)
Return the natural logarithm of the gamma function applied to the specified argument.
return_type< T_y, T_dof >::type inv_chi_square_lpdf(const T_y &y, const T_dof &nu)
The log of an inverse chi-squared density for y with the specified degrees of freedom parameter...
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...
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
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_
const double NEG_LOG_TWO_OVER_TWO
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, Op1 > edge1_
fvar< T > digamma(const fvar< T > &x)
Return the derivative of the log gamma function at the specified argument.