1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_LPDF_HPP 31 template <
bool propto,
typename T_y,
typename T_loc,
typename T_scale>
33 const T_y& y,
const T_loc& mu,
const T_scale&
beta) {
34 static const char*
function =
"gumbel_lpdf";
44 T_partials_return logp(0.0);
50 mu,
"Scale parameter", beta);
66 for (
size_t i = 0; i <
length(beta); i++) {
67 inv_beta[i] = 1.0 /
value_of(beta_vec[i]);
72 for (
size_t n = 0; n < N; n++) {
73 const T_partials_return y_dbl =
value_of(y_vec[n]);
74 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
76 const T_partials_return y_minus_mu_over_beta
77 = (y_dbl - mu_dbl) * inv_beta[n];
82 logp += -y_minus_mu_over_beta -
exp(-y_minus_mu_over_beta);
84 T_partials_return scaled_diff = inv_beta[n] *
exp(-y_minus_mu_over_beta);
86 ops_partials.
edge1_.partials_[n] -= inv_beta[n] - scaled_diff;
88 ops_partials.
edge2_.partials_[n] += inv_beta[n] - scaled_diff;
90 ops_partials.
edge3_.partials_[n] += -inv_beta[n]
91 + y_minus_mu_over_beta * inv_beta[n]
92 - scaled_diff * y_minus_mu_over_beta;
94 return ops_partials.
build(logp);
97 template <
typename T_y,
typename T_loc,
typename T_scale>
99 const T_y& y,
const T_loc& mu,
const T_scale&
beta) {
100 return gumbel_lpdf<false>(y, mu,
beta);
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.
return_type< T_y, T_loc, T_scale >::type gumbel_lpdf(const T_y &y, const T_loc &mu, const T_scale &beta)
Returns the Gumbel log probability density for the given location and scale.
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...
fvar< T > beta(const fvar< T > &x1, const fvar< T > &x2)
Return fvar with the beta function applied to the specified arguments and its gradient.
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.
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_