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exponential_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_HPP
3
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
6 #include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
7 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
8 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
9 #include <stan/math/prim/scal/err/check_not_nan.hpp>
10 #include <stan/math/prim/scal/err/check_positive_finite.hpp>
11 #include <stan/math/prim/scal/fun/value_of.hpp>
12 #include <stan/math/prim/scal/meta/length.hpp>
13 #include <stan/math/prim/scal/meta/is_constant_struct.hpp>
14 #include <stan/math/prim/scal/meta/VectorView.hpp>
15 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
16 #include <stan/math/prim/scal/meta/partials_return_type.hpp>
17 #include <stan/math/prim/scal/meta/return_type.hpp>
18 #include <stan/math/prim/scal/fun/constants.hpp>
19 #include <stan/math/prim/scal/meta/include_summand.hpp>
20 #include <cmath>
21
22 namespace stan {
23
24 namespace math {
25
38 template <typename T_y, typename T_inv_scale>
39 typename return_type<T_y, T_inv_scale>::type
40 exponential_cdf(const T_y& y, const T_inv_scale& beta) {
41 typedef typename stan::partials_return_type<T_y, T_inv_scale>::type
42 T_partials_return;
43
44 static const char* function("stan::math::exponential_cdf");
45
46 using stan::math::check_positive_finite;
47 using stan::math::check_nonnegative;
48 using stan::math::check_not_nan;
49 using boost::math::tools::promote_args;
50 using stan::math::value_of;
51 using std::exp;
52
53 T_partials_return cdf(1.0);
54 // check if any vectors are zero length
55 if (!(stan::length(y)
56 && stan::length(beta)))
57 return cdf;
58
59 check_not_nan(function, "Random variable", y);
60 check_nonnegative(function, "Random variable", y);
61 check_positive_finite(function, "Inverse scale parameter", beta);
62
63 OperandsAndPartials<T_y, T_inv_scale>
64 operands_and_partials(y, beta);
65
66 VectorView<const T_y> y_vec(y);
67 VectorView<const T_inv_scale> beta_vec(beta);
68 size_t N = max_size(y, beta);
69 for (size_t n = 0; n < N; n++) {
70 const T_partials_return beta_dbl = value_of(beta_vec[n]);
71 const T_partials_return y_dbl = value_of(y_vec[n]);
72 const T_partials_return one_m_exp = 1.0 - exp(-beta_dbl * y_dbl);
73
74 // cdf
75 cdf *= one_m_exp;
76 }
77
78 for (size_t n = 0; n < N; n++) {
79 const T_partials_return beta_dbl = value_of(beta_vec[n]);
80 const T_partials_return y_dbl = value_of(y_vec[n]);
81 const T_partials_return one_m_exp = 1.0 - exp(-beta_dbl * y_dbl);
82
83 // gradients
84 T_partials_return rep_deriv = exp(-beta_dbl * y_dbl) / one_m_exp;
85 if (!is_constant_struct<T_y>::value)
86 operands_and_partials.d_x1[n] += rep_deriv * beta_dbl * cdf;
87 if (!is_constant_struct<T_inv_scale>::value)
88 operands_and_partials.d_x2[n] += rep_deriv * y_dbl * cdf;
89 }
90
91 return operands_and_partials.to_var(cdf, y, beta);
92 }
93 }
94 }
95
96 #endif
check_not_nan.hpp
stan::math::exponential_cdf
return_type< T_y, T_inv_scale >::type exponential_cdf(const T_y &y, const T_inv_scale &beta)
Calculates the exponential cumulative distribution function for the given y and beta.
Definition: exponential_cdf.hpp:40
stan::math::check_not_nan
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
Definition: check_not_nan.hpp:63
check_positive_finite.hpp
stan::math::value_of
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
stan::math::OperandsAndPartials::to_var
T_return_type to_var(T_partials_return logp, const T1 &x1=0, const T2 &x2=0, const T3 &x3=0, const T4 &x4=0, const T5 &x5=0, const T6 &x6=0)
Definition: OperandsAndPartials.hpp:322
return_type.hpp
VectorView.hpp
include_summand.hpp
stan::math::OperandsAndPartials::d_x1
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
Definition: OperandsAndPartials.hpp:253
check_nonnegative.hpp
stan::is_constant_struct
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
Definition: is_constant_struct.hpp:16
stan::math::exp
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
stan::math::OperandsAndPartials
A variable implementation that stores operands and derivatives with respect to the variable...
Definition: OperandsAndPartials.hpp:238
OperandsAndPartials.hpp
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder.hpp
partials_return_type.hpp
length.hpp
constants.hpp
stan::math::OperandsAndPartials::d_x2
VectorView< T_partials_return, is_vector< T2 >::value, is_constant_struct< T2 >::value > d_x2
Definition: OperandsAndPartials.hpp:256
is_constant_struct.hpp
stan::math::check_nonnegative
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
Definition: check_nonnegative.hpp:66
value_of.hpp
stan::VectorView
VectorView is a template metaprogram that takes its argument and allows it to be used like a vector...
Definition: VectorView.hpp:41
stan::partials_return_type::type
boost::math::tools::promote_args< typename partials_type< typename scalar_type< T1 >::type >::type, typename partials_type< typename scalar_type< T2 >::type >::type, typename partials_type< typename scalar_type< T3 >::type >::type, typename partials_type< typename scalar_type< T4 >::type >::type, typename partials_type< typename scalar_type< T5 >::type >::type, typename partials_type< typename scalar_type< T6 >::type >::type >::type type
Definition: partials_return_type.hpp:26
check_consistent_sizes.hpp
stan::math::check_positive_finite
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
Definition: check_positive_finite.hpp:28

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