frechet_cdf.hpp

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#ifndef STAN_MATH_OPENCL_PRIM_FRECHET_CDF_HPP
#define STAN_MATH_OPENCL_PRIM_FRECHET_CDF_HPP
#ifdef STAN_OPENCL
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/elt_divide.hpp>
#include <stan/math/prim/fun/elt_multiply.hpp>
#include <stan/math/opencl/kernel_generator.hpp>
#include <stan/math/prim/functor/partials_propagator.hpp>
 
namespace stan {
namespace math {
 
template <
    typename T_y_cl, typename T_shape_cl, typename T_scale_cl,
    require_all_prim_or_rev_kernel_expression_t<T_y_cl, T_shape_cl,
                                                T_scale_cl>* = nullptr,
    require_any_not_stan_scalar_t<T_y_cl, T_shape_cl, T_scale_cl>* = nullptr>
return_type_t<T_y_cl, T_shape_cl, T_scale_cl> frechet_cdf(
    const T_y_cl& y, const T_shape_cl& alpha, const T_scale_cl& sigma) {
  static constexpr const char* function = "frechet_cdf(OpenCL)";
  using T_partials_return = partials_return_t<T_y_cl, T_shape_cl, T_scale_cl>;
  using std::isfinite;
  using std::isnan;
 
  check_consistent_sizes(function, "Random variable", y, "Shape parameter",
                         alpha, "Scale parameter", sigma);
  const size_t N = max_size(y, alpha, sigma);
  if (N == 0) {
    return 1.0;
  }
 
  const auto& y_col = as_column_vector_or_scalar(y);
  const auto& alpha_col = as_column_vector_or_scalar(alpha);
  const auto& sigma_col = as_column_vector_or_scalar(sigma);
 
  const auto& y_val = value_of(y_col);
  const auto& alpha_val = value_of(alpha_col);
  const auto& sigma_val = value_of(sigma_col);
 
  auto check_y_positive
      = check_cl(function, "Random variable", y_val, "positive");
  auto y_positive = y_val > 0;
  auto check_alpha_positive_finite
      = check_cl(function, "Shape parameter", alpha_val, "positive finite");
  auto alpha_positive_finite_expr = alpha_val > 0 && isfinite(alpha_val);
  auto check_sigma_positive_finite
      = check_cl(function, "Scale parameter", sigma_val, "positive finite");
  auto sigma_positive_finite_expr = 0 < sigma_val && isfinite(sigma_val);
 
  auto pow_n = pow(elt_divide(sigma_val, y_val), alpha_val);
  auto cdf_n = exp(-pow_n);
  auto cdf_expr = colwise_prod(cdf_n);
 
  auto pow_n_alpha = elt_multiply(pow_n, alpha_val);
  auto y_deriv_tmp = elt_divide(pow_n_alpha, y_val);
  auto alpha_deriv_tmp = elt_multiply(pow_n, log(elt_divide(y_val, sigma_val)));
  auto sigma_deriv_tmp = elt_divide(pow_n_alpha, -sigma_val);
 
  matrix_cl<double> cdf_cl;
  matrix_cl<double> y_deriv_cl;
  matrix_cl<double> alpha_deriv_cl;
  matrix_cl<double> sigma_deriv_cl;
 
  results(check_y_positive, check_alpha_positive_finite,
          check_sigma_positive_finite, cdf_cl, y_deriv_cl, alpha_deriv_cl,
          sigma_deriv_cl)
      = expressions(y_positive, alpha_positive_finite_expr,
                    sigma_positive_finite_expr, cdf_expr,
                    calc_if<!is_constant<T_y_cl>::value>(y_deriv_tmp),
                    calc_if<!is_constant<T_shape_cl>::value>(alpha_deriv_tmp),
                    calc_if<!is_constant<T_scale_cl>::value>(sigma_deriv_tmp));
 
  T_partials_return cdf = (from_matrix_cl(cdf_cl)).prod();
 
  auto alpha_deriv = alpha_deriv_cl * cdf;
  auto y_deriv = y_deriv_cl * cdf;
  auto sigma_deriv = sigma_deriv_cl * cdf;
 
  results(alpha_deriv_cl, y_deriv_cl, sigma_deriv_cl)
      = expressions(calc_if<!is_constant<T_shape_cl>::value>(alpha_deriv),
                    calc_if<!is_constant<T_y_cl>::value>(y_deriv),
                    calc_if<!is_constant<T_scale_cl>::value>(sigma_deriv));
 
  auto ops_partials = make_partials_propagator(y_col, alpha_col, sigma_col);
 
  if (!is_constant<T_y_cl>::value) {
    partials<0>(ops_partials) = std::move(y_deriv_cl);
  }
  if (!is_constant<T_shape_cl>::value) {
    partials<1>(ops_partials) = std::move(alpha_deriv_cl);
  }
  if (!is_constant<T_scale_cl>::value) {
    partials<2>(ops_partials) = std::move(sigma_deriv_cl);
  }
  return ops_partials.build(cdf);
}
 
}  // namespace math
}  // namespace stan
#endif
#endif