Stan Math Library  2.20.0
reverse mode automatic differentiation
rayleigh_lcdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LCDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_LCDF_HPP
3 
12 #include <cmath>
13 
14 namespace stan {
15 namespace math {
16 
17 template <typename T_y, typename T_scale>
19  const T_scale& sigma) {
20  static const char* function = "rayleigh_lcdf";
21  typedef
22  typename stan::partials_return_type<T_y, T_scale>::type T_partials_return;
23 
24  using std::exp;
25 
26  T_partials_return cdf_log(0.0);
27 
28  if (size_zero(y, sigma))
29  return cdf_log;
30 
31  check_not_nan(function, "Random variable", y);
32  check_nonnegative(function, "Random variable", y);
33  check_not_nan(function, "Scale parameter", sigma);
34  check_positive(function, "Scale parameter", sigma);
35  check_consistent_sizes(function, "Random variable", y, "Scale parameter",
36  sigma);
37 
38  operands_and_partials<T_y, T_scale> ops_partials(y, sigma);
39 
40  scalar_seq_view<T_y> y_vec(y);
41  scalar_seq_view<T_scale> sigma_vec(sigma);
42  size_t N = max_size(y, sigma);
43 
45  for (size_t i = 0; i < length(sigma); i++) {
46  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
47  }
48 
49  for (size_t n = 0; n < N; n++) {
50  const T_partials_return y_dbl = value_of(y_vec[n]);
51  const T_partials_return y_sqr = y_dbl * y_dbl;
52  const T_partials_return inv_sigma_sqr = inv_sigma[n] * inv_sigma[n];
53  const T_partials_return exp_val = exp(-0.5 * y_sqr * inv_sigma_sqr);
54  const T_partials_return exp_div_1m_exp = exp_val / (1.0 - exp_val);
55 
57  cdf_log += log1m(exp_val);
58 
60  ops_partials.edge1_.partials_[n]
61  += y_dbl * inv_sigma_sqr * exp_div_1m_exp;
63  ops_partials.edge2_.partials_[n]
64  -= y_sqr * inv_sigma_sqr * inv_sigma[n] * exp_div_1m_exp;
65  }
66  return ops_partials.build(cdf_log);
67 }
68 
69 } // namespace math
70 } // namespace stan
71 #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
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...
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
return_type< T_y, T_scale >::type rayleigh_lcdf(const T_y &y, const T_scale &sigma)
boost::math::tools::promote_args< double, typename scalar_type< T >::type, typename return_type< Types_pack... >::type >::type type
Definition: return_type.hpp:36
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:11
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.
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:12
internal::ops_partials_edge< double, Op1 > edge1_

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