Automatic Differentiation
 
Loading...
Searching...
No Matches
loglogistic_cdf.hpp
Go to the documentation of this file.
1#ifndef STAN_MATH_PRIM_PROB_LOGLOGISTIC_CDF_HPP
2#define STAN_MATH_PRIM_PROB_LOGLOGISTIC_CDF_HPP
3
18#include <cmath>
19#include <iostream>
20
21namespace stan {
22namespace math {
23
43template <typename T_y, typename T_scale, typename T_shape,
45 T_y, T_scale, T_shape>* = nullptr>
47 const T_scale& alpha,
48 const T_shape& beta) {
49 using T_partials_return = partials_return_t<T_y, T_scale, T_shape>;
50 using T_y_ref = ref_type_t<T_y>;
51 using T_alpha_ref = ref_type_t<T_scale>;
52 using T_beta_ref = ref_type_t<T_shape>;
53 using std::pow;
54 static constexpr const char* function = "loglogistic_cdf";
55 check_consistent_sizes(function, "Random variable", y, "Scale parameter",
56 alpha, "Shape parameter", beta);
57 T_y_ref y_ref = y;
58 T_alpha_ref alpha_ref = alpha;
59 T_beta_ref beta_ref = beta;
60
61 decltype(auto) y_val = to_ref(as_value_column_array_or_scalar(y_ref));
62 decltype(auto) alpha_val = to_ref(as_value_column_array_or_scalar(alpha_ref));
63 decltype(auto) beta_val = to_ref(as_value_column_array_or_scalar(beta_ref));
64
65 check_nonnegative(function, "Random variable", y_val);
66 check_positive_finite(function, "Scale parameter", alpha_val);
67 check_positive_finite(function, "Shape parameter", beta_val);
68
69 if (size_zero(y, alpha, beta)) {
70 return 1.0;
71 }
72
73 auto ops_partials = make_partials_propagator(y_ref, alpha_ref, beta_ref);
74
75 if (sum(promote_scalar<int>(y_val == 0))) {
76 return ops_partials.build(0.0);
77 }
78
79 const auto& alpha_div_y
80 = to_ref_if<!is_constant_all<T_shape>::value>(alpha_val / y_val);
81 const auto& alpha_div_y_pow_beta
82 = to_ref_if<!is_constant_all<T_y, T_scale, T_shape>::value>(
83 pow(alpha_div_y, beta_val));
84 const auto& prod_all
85 = to_ref_if<!is_constant_all<T_y, T_scale, T_shape>::value>(
86 1 / (1 + alpha_div_y_pow_beta));
87
88 T_partials_return cdf = prod(prod_all);
89
91 const auto& prod_all_sq = to_ref_if<!is_constant_all<T_y>::value
94 >= 2>(square(prod_all));
95 const auto& cdf_div_elt = to_ref_if<!is_constant_all<T_y>::value
98 >= 2>(cdf / prod_all);
100 const auto& alpha_div_times_beta = to_ref_if<
102 alpha_div_y_pow_beta * beta_val);
104 const auto& y_deriv = alpha_div_times_beta / y_val * prod_all_sq;
105 partials<0>(ops_partials) = y_deriv * cdf_div_elt;
106 }
108 const auto& alpha_deriv
109 = -alpha_div_times_beta / alpha_val * prod_all_sq;
110 partials<1>(ops_partials) = alpha_deriv * cdf_div_elt;
111 }
112 }
114 const auto& beta_deriv
115 = -multiply_log(alpha_div_y_pow_beta, alpha_div_y) * prod_all_sq;
116 partials<2>(ops_partials) = beta_deriv * cdf_div_elt;
117 }
118 }
119
120 return ops_partials.build(cdf);
121}
122
123} // namespace math
124} // namespace stan
125#endif
require_all_not_t< is_nonscalar_prim_or_rev_kernel_expression< std::decay_t< Types > >... > require_all_not_nonscalar_prim_or_rev_kernel_expression_t
Require none of the types satisfy is_nonscalar_prim_or_rev_kernel_expression.
return_type_t< T_y, T_scale, T_shape > loglogistic_cdf(const T_y &y, const T_scale &alpha, const T_shape &beta)
The loglogistic cumulative distribution function for the specified scalar(s) given the specified scal...
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
bool size_zero(const T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
Definition size_zero.hpp:19
value_type_t< T > prod(const T &m)
Calculates product of given kernel generator expression elements.
Definition prod.hpp:21
T to_ref_if(T &&a)
No-op that should be optimized away.
Definition to_ref.hpp:29
auto pow(const T1 &x1, const T2 &x2)
Definition pow.hpp:32
auto as_value_column_array_or_scalar(T &&a)
Extract the value from an object and for eigen vectors and std::vectors convert to an eigen column ar...
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
ref_type_t< T && > to_ref(T &&a)
This evaluates expensive Eigen expressions.
Definition to_ref.hpp:17
auto sum(const std::vector< T > &m)
Return the sum of the entries of the specified standard vector.
Definition sum.hpp:23
fvar< T > beta(const fvar< T > &x1, const fvar< T > &x2)
Return fvar with the beta function applied to the specified arguments and its gradient.
Definition beta.hpp:51
auto make_partials_propagator(Ops &&... ops)
Construct an partials_propagator.
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
fvar< T > square(const fvar< T > &x)
Definition square.hpp:12
typename ref_type_if< true, T >::type ref_type_t
Definition ref_type.hpp:55
typename partials_return_type< Args... >::type partials_return_t
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...