Automatic Differentiation
 
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exponential_lccdf.hpp
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1#ifndef STAN_MATH_PRIM_PROB_EXPONENTIAL_LCCDF_HPP
2#define STAN_MATH_PRIM_PROB_EXPONENTIAL_LCCDF_HPP
3
13
14namespace stan {
15namespace math {
16
17template <typename T_y, typename T_inv_scale,
19 T_y, T_inv_scale>* = nullptr>
21 const T_inv_scale& beta) {
22 using T_partials_return = partials_return_t<T_y, T_inv_scale>;
23 using T_partials_array = Eigen::Array<T_partials_return, Eigen::Dynamic, 1>;
24 using T_y_ref = ref_type_if_not_constant_t<T_y>;
26 static constexpr const char* function = "exponential_lccdf";
27 T_y_ref y_ref = y;
28 T_beta_ref beta_ref = beta;
29
30 auto y_val = to_ref(as_value_column_array_or_scalar(y_ref));
31 auto beta_val = to_ref(as_value_column_array_or_scalar(beta_ref));
32
33 check_nonnegative(function, "Random variable", y_val);
34 check_positive_finite(function, "Inverse scale parameter", beta_val);
35
36 if (size_zero(y, beta)) {
37 return 0;
38 }
39
40 auto ops_partials = make_partials_propagator(y_ref, beta_ref);
41
42 T_partials_return ccdf_log = -sum(beta_val * y_val);
43
45 using beta_val_scalar = scalar_type_t<decltype(beta_val)>;
46 using beta_val_array = Eigen::Array<beta_val_scalar, Eigen::Dynamic, 1>;
48 partials<0>(ops_partials) = T_partials_array::Constant(
49 math::size(y), -forward_as<beta_val_scalar>(beta_val));
51 partials<0>(ops_partials) = -forward_as<beta_val_array>(beta_val);
52 } else {
53 partials<0>(ops_partials)[0] = -sum(beta_val);
54 }
55 }
57 using y_val_scalar = scalar_type_t<decltype(y_val)>;
58 using y_val_array = Eigen::Array<y_val_scalar, Eigen::Dynamic, 1>;
60 partials<1>(ops_partials) = T_partials_array::Constant(
61 math::size(beta), -forward_as<y_val_scalar>(y_val));
62 } else if (is_vector<T_y>::value) {
63 partials<1>(ops_partials) = -forward_as<y_val_array>(y_val);
64 } else {
65 partials<1>(ops_partials)[0] = -sum(y_val);
66 }
67 }
68 return ops_partials.build(ccdf_log);
69}
70
71} // namespace math
72} // namespace stan
73#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_cl, T_inv_scale_cl > exponential_lccdf(const T_y_cl &y, const T_inv_scale_cl &beta)
Calculates the log exponential cumulative distribution function for the given y and beta.
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
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
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...
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.
typename ref_type_if<!is_constant< T >::value, T >::type ref_type_if_not_constant_t
Definition ref_type.hpp:62
typename scalar_type< T >::type scalar_type_t
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 ...
If the input type T is either an eigen matrix with 1 column or 1 row at compile time or a standard ve...
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...