1 #ifndef STAN_MATH_PRIM_SCAL_PROB_FRECHET_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_FRECHET_LPDF_HPP 5 #include <boost/random/weibull_distribution.hpp> 6 #include <boost/random/variate_generator.hpp> 24 template <
bool propto,
typename T_y,
typename T_shape,
typename T_scale>
26 const T_y& y,
const T_shape& alpha,
const T_scale& sigma) {
27 static const char*
function =
"frechet_lpdf";
35 alpha,
"Scale parameter", sigma);
42 T_partials_return logp(0);
47 size_t N =
max_size(y, alpha, sigma);
52 for (
size_t i = 0; i <
length(alpha); i++)
59 for (
size_t i = 0; i <
length(y); i++)
64 T_partials_return, T_scale>
66 for (
size_t i = 0; i <
length(sigma); i++)
71 T_partials_return, T_y>
73 for (
size_t i = 0; i <
length(y); i++)
78 T_partials_return, T_y, T_shape, T_scale>
79 sigma_div_y_pow_alpha(N);
80 for (
size_t i = 0; i < N; i++)
82 const T_partials_return alpha_dbl =
value_of(alpha_vec[i]);
83 sigma_div_y_pow_alpha[i]
84 =
pow(inv_y[i] *
value_of(sigma_vec[i]), alpha_dbl);
88 for (
size_t n = 0; n < N; n++) {
89 const T_partials_return alpha_dbl =
value_of(alpha_vec[n]);
93 logp -= (alpha_dbl + 1.0) * log_y[n];
95 logp += alpha_dbl * log_sigma[n];
97 logp -= sigma_div_y_pow_alpha[n];
100 const T_partials_return inv_y_dbl =
value_of(inv_y[n]);
101 ops_partials.
edge1_.partials_[n]
102 += -(alpha_dbl + 1.0) * inv_y_dbl
103 + alpha_dbl * sigma_div_y_pow_alpha[n] * inv_y_dbl;
106 ops_partials.
edge2_.partials_[n]
108 + (1.0 - sigma_div_y_pow_alpha[n]) * (log_sigma[n] - log_y[n]);
110 ops_partials.
edge3_.partials_[n] += alpha_dbl /
value_of(sigma_vec[n])
111 * (1 - sigma_div_y_pow_alpha[n]);
113 return ops_partials.
build(logp);
116 template <
typename T_y,
typename T_shape,
typename T_scale>
118 const T_y& y,
const T_shape& alpha,
const T_scale& sigma) {
119 return frechet_lpdf<false>(y, alpha, sigma);
return_type< T_y, T_shape, T_scale >::type frechet_lpdf(const T_y &y, const T_shape &alpha, const T_scale &sigma)
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_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
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.
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
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_