Stan Math Library  2.20.0
reverse mode automatic differentiation
rayleigh_lpdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LPDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LPDF_HPP
3 
11 #include <cmath>
12 
13 namespace stan {
14 namespace math {
15 
16 template <bool propto, typename T_y, typename T_scale>
18  const T_scale& sigma) {
19  static const char* function = "rayleigh_lpdf";
20  typedef
21  typename stan::partials_return_type<T_y, T_scale>::type T_partials_return;
22 
23  using std::log;
24 
25  if (size_zero(y, sigma))
26  return 0.0;
27 
28  T_partials_return logp(0.0);
29 
30  check_not_nan(function, "Random variable", y);
31  check_positive(function, "Scale parameter", sigma);
32  check_positive(function, "Random variable", y);
33  check_consistent_sizes(function, "Random variable", y, "Scale parameter",
34  sigma);
35 
37  return 0.0;
38 
39  operands_and_partials<T_y, T_scale> ops_partials(y, sigma);
40 
41  scalar_seq_view<T_y> y_vec(y);
42  scalar_seq_view<T_scale> sigma_vec(sigma);
43  size_t N = max_size(y, sigma);
44 
47  T_scale>
48  log_sigma(length(sigma));
49  for (size_t i = 0; i < length(sigma); i++) {
50  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
52  log_sigma[i] = log(value_of(sigma_vec[i]));
53  }
54 
55  for (size_t n = 0; n < N; n++) {
56  const T_partials_return y_dbl = value_of(y_vec[n]);
57  const T_partials_return y_over_sigma = y_dbl * inv_sigma[n];
58  static double NEGATIVE_HALF = -0.5;
59 
61  logp -= 2.0 * log_sigma[n];
63  logp += log(y_dbl);
64  logp += NEGATIVE_HALF * y_over_sigma * y_over_sigma;
65 
66  T_partials_return scaled_diff = inv_sigma[n] * y_over_sigma;
68  ops_partials.edge1_.partials_[n] += 1.0 / y_dbl - scaled_diff;
70  ops_partials.edge2_.partials_[n]
71  += y_over_sigma * scaled_diff - 2.0 * inv_sigma[n];
72  }
73  return ops_partials.build(logp);
74 }
75 
76 template <typename T_y, typename T_scale>
78  const T_y& y, const T_scale& sigma) {
79  return rayleigh_lpdf<false>(y, sigma);
80 }
81 
82 } // namespace math
83 } // namespace stan
84 #endif
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.
size_t length(const std::vector< T > &x)
Returns the length of the provided std::vector.
Definition: length.hpp:16
bool size_zero(T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
Definition: size_zero.hpp:18
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
boost::math::tools::promote_args< double, typename scalar_type< T >::type, typename return_type< Types_pack... >::type >::type type
Definition: return_type.hpp:36
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)
Definition: max_size.hpp:9
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.
return_type< T_y, T_scale >::type rayleigh_lpdf(const T_y &y, const T_scale &sigma)
internal::ops_partials_edge< double, Op1 > edge1_

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