1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_LPDF_HPP 19 template <
bool propto,
typename T_y,
typename T_loc,
typename T_scale>
21 const T_y& y,
const T_loc& mu,
const T_scale& sigma) {
22 static const char*
function =
"lognormal_lpdf";
31 mu,
"Scale parameter", sigma);
35 T_partials_return logp(0);
42 for (
size_t n = 0; n <
length(y); n++)
54 for (
size_t n = 0; n <
length(sigma); n++)
59 T_partials_return, T_scale>
62 T_partials_return, T_scale>
63 inv_sigma_sq(
length(sigma));
65 for (
size_t n = 0; n <
length(sigma); n++)
66 inv_sigma[n] = 1 /
value_of(sigma_vec[n]);
69 for (
size_t n = 0; n <
length(sigma); n++)
70 inv_sigma_sq[n] = inv_sigma[n] * inv_sigma[n];
74 T_partials_return, T_y>
77 for (
size_t n = 0; n <
length(y); n++)
84 for (
size_t n = 0; n <
length(y); n++)
91 for (
size_t n = 0; n < N; n++) {
92 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
94 T_partials_return logy_m_mu(0);
96 logy_m_mu = log_y[n] - mu_dbl;
98 T_partials_return logy_m_mu_sq = logy_m_mu * logy_m_mu;
99 T_partials_return logy_m_mu_div_sigma(0);
101 logy_m_mu_div_sigma = logy_m_mu * inv_sigma_sq[n];
104 logp -= log_sigma[n];
108 logp -= 0.5 * logy_m_mu_sq * inv_sigma_sq[n];
111 ops_partials.
edge1_.partials_[n] -= (1 + logy_m_mu_div_sigma) * inv_y[n];
113 ops_partials.
edge2_.partials_[n] += logy_m_mu_div_sigma;
115 ops_partials.
edge3_.partials_[n]
116 += (logy_m_mu_div_sigma * logy_m_mu - 1) * inv_sigma[n];
118 return ops_partials.
build(logp);
121 template <
typename T_y,
typename T_loc,
typename T_scale>
123 const T_y& y,
const T_loc& mu,
const T_scale& sigma) {
124 return lognormal_lpdf<false>(y, mu, sigma);
return_type< T_y, T_loc, T_scale >::type lognormal_lpdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
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...
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_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
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.
const double NEG_LOG_SQRT_TWO_PI
VectorBuilder allocates type T1 values to be used as intermediate values.
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.
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_