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weibull_cdf_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_WEIBULL_CDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_WEIBULL_CDF_LOG_HPP
3
4 #include <boost/random/weibull_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_finite.hpp>
9 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
10 #include <stan/math/prim/scal/err/check_not_nan.hpp>
11 #include <stan/math/prim/scal/err/check_positive_finite.hpp>
12 #include <stan/math/prim/scal/fun/multiply_log.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/fun/constants.hpp>
16 #include <stan/math/prim/scal/meta/include_summand.hpp>
17 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
18 #include <stan/math/prim/scal/meta/VectorView.hpp>
19 #include <cmath>
20
21 namespace stan {
22
23 namespace math {
24
25 template <typename T_y, typename T_shape, typename T_scale>
26 typename return_type<T_y, T_shape, T_scale>::type
27 weibull_cdf_log(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
28 typedef typename stan::partials_return_type<T_y, T_shape, T_scale>::type
29 T_partials_return;
30
31 static const char* function("stan::math::weibull_cdf_log");
32
33 using stan::math::check_positive_finite;
34 using stan::math::check_nonnegative;
35 using boost::math::tools::promote_args;
36 using stan::math::value_of;
37 using std::log;
38 using std::exp;
39
40 // check if any vectors are zero length
41 if (!(stan::length(y)
42 && stan::length(alpha)
43 && stan::length(sigma)))
44 return 0.0;
45
46 T_partials_return cdf_log(0.0);
47 check_nonnegative(function, "Random variable", y);
48 check_positive_finite(function, "Shape parameter", alpha);
49 check_positive_finite(function, "Scale parameter", sigma);
50
51 OperandsAndPartials<T_y, T_shape, T_scale>
52 operands_and_partials(y, alpha, sigma);
53
54 VectorView<const T_y> y_vec(y);
55 VectorView<const T_scale> sigma_vec(sigma);
56 VectorView<const T_shape> alpha_vec(alpha);
57 size_t N = max_size(y, sigma, alpha);
58 for (size_t n = 0; n < N; n++) {
59 const T_partials_return y_dbl = value_of(y_vec[n]);
60 const T_partials_return sigma_dbl = value_of(sigma_vec[n]);
61 const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
62 const T_partials_return pow_ = pow(y_dbl / sigma_dbl, alpha_dbl);
63 const T_partials_return exp_ = exp(-pow_);
64 const T_partials_return cdf_ = 1.0 - exp_;
65
66 // cdf_log
67 cdf_log += log(cdf_);
68
69 // gradients
70 const T_partials_return rep_deriv = pow_ / (1.0 / exp_ - 1.0);
71 if (!is_constant_struct<T_y>::value)
72 operands_and_partials.d_x1[n] += rep_deriv * alpha_dbl / y_dbl;
73 if (!is_constant_struct<T_shape>::value)
74 operands_and_partials.d_x2[n] += rep_deriv * log(y_dbl / sigma_dbl);
75 if (!is_constant_struct<T_scale>::value)
76 operands_and_partials.d_x3[n] -= rep_deriv * alpha_dbl / sigma_dbl;
77 }
78
79 return operands_and_partials.to_var(cdf_log, y, alpha, sigma);
80 }
81 }
82 }
83 #endif
check_not_nan.hpp
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::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
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
VectorView.hpp
include_summand.hpp
multiply_log.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::d_x3
VectorView< T_partials_return, is_vector< T3 >::value, is_constant_struct< T3 >::value > d_x3
Definition: OperandsAndPartials.hpp:259
stan::math::weibull_cdf_log
return_type< T_y, T_shape, T_scale >::type weibull_cdf_log(const T_y &y, const T_shape &alpha, const T_scale &sigma)
Definition: weibull_cdf_log.hpp:27
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
length.hpp
constants.hpp
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
stan::math::pow
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:18
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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