1 #ifndef STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_LPDF_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_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& sigma) {
34 static const char*
function =
"double_exponential_lpdf";
44 T_partials_return logp(0.0);
49 mu,
"Shape parameter", sigma);
61 T_partials_return, T_scale>
64 inv_sigma_squared(
length(sigma));
68 for (
size_t i = 0; i <
length(sigma); i++) {
69 const T_partials_return sigma_dbl =
value_of(sigma_vec[i]);
71 inv_sigma[i] = 1.0 / sigma_dbl;
75 inv_sigma_squared[i] = inv_sigma[i] * inv_sigma[i];
78 for (
size_t n = 0; n < N; n++) {
79 const T_partials_return y_dbl =
value_of(y_vec[n]);
80 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
82 const T_partials_return y_m_mu = y_dbl - mu_dbl;
83 const T_partials_return fabs_y_m_mu =
fabs(y_m_mu);
90 logp -= fabs_y_m_mu * inv_sigma[n];
92 T_partials_return sign_y_m_mu_times_inv_sigma(0);
94 sign_y_m_mu_times_inv_sigma =
sign(y_m_mu) * inv_sigma[n];
96 ops_partials.
edge1_.partials_[n] -= sign_y_m_mu_times_inv_sigma;
99 ops_partials.
edge2_.partials_[n] += sign_y_m_mu_times_inv_sigma;
102 ops_partials.
edge3_.partials_[n]
103 += -inv_sigma[n] + fabs_y_m_mu * inv_sigma_squared[n];
105 return ops_partials.
build(logp);
108 template <
typename T_y,
typename T_loc,
typename T_scale>
110 const T_y& y,
const T_loc& mu,
const T_scale& sigma) {
111 return double_exponential_lpdf<false>(y, mu, 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
fvar< T > fabs(const fvar< T > &x)
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_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_loc, T_scale >::type double_exponential_lpdf(const T_y &y, const T_loc &mu, const T_scale &sigma)
Returns the double exponential log probability density function.
internal::ops_partials_edge< double, Op3 > edge3_
internal::ops_partials_edge< double, Op1 > edge1_