| Stan Math Library 2.6.3 probability, sampling & optimization

- Main Page
- Namespaces
- Classes
- Files

- File List
- File Members

All Classes Namespaces Files Functions Variables Typedefs Enumerator Friends Macros
gumbel_cdf_log.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_CDF_LOG_HPP
3
4 #include <boost/random/uniform_01.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_finite.hpp>
9 #include <stan/math/prim/scal/err/check_not_nan.hpp>
10 #include <stan/math/prim/scal/err/check_positive.hpp>
11 #include <stan/math/prim/scal/meta/length.hpp>
12 #include <stan/math/prim/scal/meta/is_constant_struct.hpp>
13 #include <stan/math/prim/scal/meta/VectorView.hpp>
14 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
15 #include <stan/math/prim/scal/meta/partials_return_type.hpp>
16 #include <stan/math/prim/scal/meta/return_type.hpp>
17 #include <stan/math/prim/scal/fun/constants.hpp>
18 #include <stan/math/prim/scal/meta/include_summand.hpp>
19 #include <stan/math/prim/scal/fun/value_of.hpp>
20 #include <cmath>
21
22 namespace stan {
23
24 namespace math {
25
26 template <typename T_y, typename T_loc, typename T_scale>
27 typename return_type<T_y, T_loc, T_scale>::type
28 gumbel_cdf_log(const T_y& y, const T_loc& mu, const T_scale& beta) {
29 static const char* function("stan::math::gumbel_cdf_log");
30 typedef typename stan::partials_return_type<T_y, T_loc, T_scale>::type
31 T_partials_return;
32
33 using stan::math::check_positive;
34 using stan::math::check_finite;
35 using stan::math::check_not_nan;
36 using stan::math::check_consistent_sizes;
37 using stan::math::value_of;
38 using std::exp;
39
40 T_partials_return cdf_log(0.0);
41 // check if any vectors are zero length
42 if (!(stan::length(y)
43 && stan::length(mu)
44 && stan::length(beta)))
45 return cdf_log;
46
47 check_not_nan(function, "Random variable", y);
48 check_finite(function, "Location parameter", mu);
49 check_not_nan(function, "Scale parameter", beta);
50 check_positive(function, "Scale parameter", beta);
51 check_consistent_sizes(function,
52 "Random variable", y,
53 "Location parameter", mu,
54 "Scale parameter", beta);
55
56 OperandsAndPartials<T_y, T_loc, T_scale>
57 operands_and_partials(y, mu, beta);
58
59 VectorView<const T_y> y_vec(y);
60 VectorView<const T_loc> mu_vec(mu);
61 VectorView<const T_scale> beta_vec(beta);
62 size_t N = max_size(y, mu, beta);
63
64 for (size_t n = 0; n < N; n++) {
65 const T_partials_return y_dbl = value_of(y_vec[n]);
66 const T_partials_return mu_dbl = value_of(mu_vec[n]);
67 const T_partials_return beta_dbl = value_of(beta_vec[n]);
68 const T_partials_return scaled_diff = (y_dbl - mu_dbl) / beta_dbl;
69 const T_partials_return rep_deriv = exp(-scaled_diff) / beta_dbl;
70 cdf_log -= exp(-scaled_diff);
71
72 if (!is_constant_struct<T_y>::value)
73 operands_and_partials.d_x1[n] += rep_deriv;
74 if (!is_constant_struct<T_loc>::value)
75 operands_and_partials.d_x2[n] -= rep_deriv;
76 if (!is_constant_struct<T_scale>::value)
77 operands_and_partials.d_x3[n] -= rep_deriv * scaled_diff;
78 }
79
80 return operands_and_partials.to_var(cdf_log, y, mu, beta);
81 }
82 }
83 }
84 #endif
85
check_not_nan.hpp
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.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::gumbel_cdf_log
return_type< T_y, T_loc, T_scale >::type gumbel_cdf_log(const T_y &y, const T_loc &mu, const T_scale &beta)
Definition: gumbel_cdf_log.hpp:28
stan::math::OperandsAndPartials::d_x1
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
Definition: OperandsAndPartials.hpp:253
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::d_x3
VectorView< T_partials_return, is_vector< T3 >::value, is_constant_struct< T3 >::value > d_x3
Definition: OperandsAndPartials.hpp:259
stan::math::OperandsAndPartials
A variable implementation that stores operands and derivatives with respect to the variable...
Definition: OperandsAndPartials.hpp:238
stan::math::check_positive
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
Definition: check_positive.hpp:68
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
stan::math::check_finite
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
Definition: check_finite.hpp:62
constants.hpp
stan::math::check_consistent_sizes
bool check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Return true if the dimension of x1 is consistent with x2.
Definition: check_consistent_sizes.hpp:31
check_finite.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
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 Home Page ] © 2011–2015, Stan Development Team.