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rayleigh_ccdf_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_CCDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_CCDF_LOG_HPP
3
4 #include <boost/random/uniform_real_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.hpp>
11 #include <stan/math/prim/scal/fun/log1m.hpp>
12 #include <stan/math/prim/scal/fun/square.hpp>
13 #include <stan/math/prim/scal/fun/value_of.hpp>
14 #include <stan/math/prim/scal/meta/length.hpp>
15 #include <stan/math/prim/scal/meta/is_constant_struct.hpp>
16 #include <stan/math/prim/scal/meta/partials_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/meta/VectorBuilder.hpp>
20
21 namespace stan {
22
23 namespace math {
24
25 template <typename T_y, typename T_scale>
26 typename return_type<T_y, T_scale>::type
27 rayleigh_ccdf_log(const T_y& y, const T_scale& sigma) {
28 static const char* function("stan::math::rayleigh_ccdf_log");
29 typedef typename stan::partials_return_type<T_y, T_scale>::type
30 T_partials_return;
31
32 using stan::math::check_nonnegative;
33 using stan::math::check_positive;
34 using stan::math::check_not_nan;
35 using stan::math::check_consistent_sizes;
36 using stan::math::include_summand;
37 using stan::is_constant_struct;
38 using stan::math::square;
39 using stan::math::value_of;
40
41 T_partials_return ccdf_log(0.0);
42
43 // check if any vectors are zero length
44 if (!(stan::length(y) && stan::length(sigma)))
45 return ccdf_log;
46
47 check_not_nan(function, "Random variable", y);
48 check_nonnegative(function, "Random variable", y);
49 check_not_nan(function, "Scale parameter", sigma);
50 check_positive(function, "Scale parameter", sigma);
51 check_consistent_sizes(function,
52 "Random variable", y,
53 "Scale parameter", sigma);
54
55
56 // set up template expressions wrapping scalars into vector views
57 OperandsAndPartials<T_y, T_scale> operands_and_partials(y, sigma);
58
59 VectorView<const T_y> y_vec(y);
60 VectorView<const T_scale> sigma_vec(sigma);
61 size_t N = max_size(y, sigma);
62
63 VectorBuilder<true, T_partials_return, T_scale> inv_sigma(length(sigma));
64 for (size_t i = 0; i < length(sigma); i++) {
65 inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
66 }
67
68 for (size_t n = 0; n < N; n++) {
69 const T_partials_return y_dbl = value_of(y_vec[n]);
70 const T_partials_return y_sqr = y_dbl * y_dbl;
71 const T_partials_return inv_sigma_sqr = inv_sigma[n] * inv_sigma[n];
72
73 if (include_summand<false, T_y, T_scale>::value)
74 ccdf_log += -0.5 * y_sqr * inv_sigma_sqr;
75
76 if (!is_constant_struct<T_y>::value)
77 operands_and_partials.d_x1[n] -= y_dbl * inv_sigma_sqr;
78 if (!is_constant_struct<T_scale>::value)
79 operands_and_partials.d_x2[n] += y_sqr * inv_sigma_sqr
80 * inv_sigma[n];
81 }
82
83 return operands_and_partials.to_var(ccdf_log, y, sigma);
84 }
85 }
86 }
87 #endif
check_not_nan.hpp
stan::math::rayleigh_ccdf_log
return_type< T_y, T_scale >::type rayleigh_ccdf_log(const T_y &y, const T_scale &sigma)
Definition: rayleigh_ccdf_log.hpp:27
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
square.hpp
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
stan::math::include_summand
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
Definition: include_summand.hpp:36
stan::math::square
fvar< T > square(const fvar< T > &x)
Definition: square.hpp:15
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::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
log1m.hpp
partials_return_type.hpp
length.hpp
stan::VectorBuilder
Definition: VectorBuilder.hpp:61
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
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

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