Automatic Differentiation
 
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double_exponential_lccdf.hpp
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1#ifndef STAN_MATH_PRIM_PROB_DOUBLE_EXPONENTIAL_LCCDF_HPP
2#define STAN_MATH_PRIM_PROB_DOUBLE_EXPONENTIAL_LCCDF_HPP
3
15#include <cmath>
16
17namespace stan {
18namespace math {
19
35template <typename T_y, typename T_loc, typename T_scale,
37 T_y, T_loc, T_scale>* = nullptr>
39 const T_y& y, const T_loc& mu, const T_scale& sigma) {
40 using T_partials_return = partials_return_t<T_y, T_loc, T_scale>;
41 using std::exp;
42 using std::log;
43 static constexpr const char* function = "double_exponential_lccdf";
44 using T_y_ref = ref_type_t<T_y>;
45 using T_mu_ref = ref_type_t<T_loc>;
46 using T_sigma_ref = ref_type_t<T_scale>;
47 check_consistent_sizes(function, "Random variable", y, "Location parameter",
48 mu, "Scale Parameter", sigma);
49 T_y_ref y_ref = y;
50 T_mu_ref mu_ref = mu;
51 T_sigma_ref sigma_ref = sigma;
52 check_not_nan(function, "Random variable", y_ref);
53 check_finite(function, "Location parameter", mu_ref);
54 check_positive_finite(function, "Scale parameter", sigma_ref);
55
56 if (size_zero(y, mu, sigma)) {
57 return 0;
58 }
59
60 T_partials_return ccdf_log(0.0);
61 auto ops_partials = make_partials_propagator(y_ref, mu_ref, sigma_ref);
62
63 scalar_seq_view<T_y_ref> y_vec(y_ref);
64 scalar_seq_view<T_mu_ref> mu_vec(mu_ref);
65 scalar_seq_view<T_sigma_ref> sigma_vec(sigma_ref);
66 size_t size_sigma = stan::math::size(sigma);
67 size_t N = max_size(y, mu, sigma);
68
70 for (size_t i = 0; i < size_sigma; i++) {
71 inv_sigma[i] = inv(sigma_vec.val(i));
72 }
73
74 for (size_t n = 0; n < N; n++) {
75 const T_partials_return y_dbl = y_vec.val(n);
76 const T_partials_return mu_dbl = mu_vec.val(n);
77 const T_partials_return scaled_diff = (y_dbl - mu_dbl) * inv_sigma[n];
78
79 const T_partials_return rep_deriv
80 = y_dbl < mu_dbl ? inv_sigma[n] * inv(2 * exp(-scaled_diff) - 1)
81 : inv_sigma[n];
82
83 if (y_dbl < mu_dbl) {
84 ccdf_log += log1m(0.5 * exp(scaled_diff));
85 } else {
86 ccdf_log += LOG_HALF - scaled_diff;
87 }
88
90 partials<0>(ops_partials)[n] -= rep_deriv;
91 }
93 partials<1>(ops_partials)[n] += rep_deriv;
94 }
96 partials<2>(ops_partials)[n] += rep_deriv * scaled_diff;
97 }
98 }
99 return ops_partials.build(ccdf_log);
100}
101
102} // namespace math
103} // namespace stan
104#endif
VectorBuilder allocates type T1 values to be used as intermediate values.
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
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_cl, T_loc_cl, T_scale_cl > double_exponential_lccdf(const T_y_cl &y, const T_loc_cl &mu, const T_scale_cl &sigma)
Returns the double exponential log complementary cumulative density function.
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
int64_t size(const T &m)
Returns the size (number of the elements) of a matrix_cl or var_value<matrix_cl<T>>.
Definition size.hpp:19
static constexpr double LOG_HALF
The natural logarithm of 0.5, .
Definition constants.hpp:92
bool size_zero(const T &x)
Returns 1 if input is of length 0, returns 0 otherwise.
Definition size_zero.hpp:19
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
void check_finite(const char *function, const char *name, const T_y &y)
Return true if all values in y are finite.
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
int64_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:20
fvar< T > log1m(const fvar< T > &x)
Definition log1m.hpp:12
fvar< T > inv(const fvar< T > &x)
Definition inv.hpp:12
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 > exp(const fvar< T > &x)
Definition exp.hpp:13
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...