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18.10 Rayleigh distribution

18.10.1 Probability density function

If \(\sigma \in \mathbb{R}^+\), then for \(y \in [0,\infty)\), \[ \text{Rayleigh}(y|\sigma) = \frac{y}{\sigma^2} \exp(-y^2 / 2\sigma^2) \!. \]

18.10.2 Sampling statement

y ~ rayleigh(sigma)

Increment target log probability density with rayleigh_lupdf(y | sigma).
Available since 2.0

18.10.3 Stan functions

real rayleigh_lpdf(reals y | reals sigma)
The log of the Rayleigh density of y given scale sigma
Available since 2.12

real rayleigh_lupdf(reals y | reals sigma)
The log of the Rayleigh density of y given scale sigma dropping constant additive terms
Available since 2.25

real rayleigh_cdf(real y, real sigma)
The Rayleigh cumulative distribution of y given scale sigma
Available since 2.0

real rayleigh_lcdf(real y | real sigma)
The log of the Rayleigh cumulative distribution of y given scale sigma
Available since 2.12

real rayleigh_lccdf(real y | real sigma)
The log of the Rayleigh complementary cumulative distribution of y given scale sigma
Available since 2.12

R rayleigh_rng(reals sigma)
Generate a Rayleigh variate with scale sigma; may only be used in generated quantities block. For a description of argument and return types, see section vectorized PRNG functions.
Available since 2.18