exponential_lpdf.hpp

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#ifndef STAN_MATH_PRIM_PROB_EXPONENTIAL_LPDF_HPP
#define STAN_MATH_PRIM_PROB_EXPONENTIAL_LPDF_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/as_column_vector_or_scalar.hpp>
#include <stan/math/prim/fun/as_array_or_scalar.hpp>
#include <stan/math/prim/fun/as_value_column_array_or_scalar.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/inv.hpp>
#include <stan/math/prim/fun/log.hpp>
#include <stan/math/prim/fun/max_size.hpp>
#include <stan/math/prim/fun/size.hpp>
#include <stan/math/prim/fun/size_zero.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/value_of.hpp>
#include <stan/math/prim/functor/partials_propagator.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <bool propto, typename T_y, typename T_inv_scale,
          require_all_not_nonscalar_prim_or_rev_kernel_expression_t<
              T_y, T_inv_scale>* = nullptr>
inline return_type_t<T_y, T_inv_scale> exponential_lpdf(
    const T_y& y, const T_inv_scale& beta) {
  using T_partials_return = partials_return_t<T_y, T_inv_scale>;
  using T_partials_array = Eigen::Array<T_partials_return, Eigen::Dynamic, 1>;
  using T_y_ref = ref_type_if_not_constant_t<T_y>;
  using T_beta_ref = ref_type_if_not_constant_t<T_inv_scale>;
  static constexpr const char* function = "exponential_lpdf";
  check_consistent_sizes(function, "Random variable", y,
                         "Inverse scale parameter", beta);
  T_y_ref y_ref = y;
  T_beta_ref beta_ref = beta;
 
  decltype(auto) y_val = to_ref(as_value_column_array_or_scalar(y_ref));
  decltype(auto) beta_val = to_ref(as_value_column_array_or_scalar(beta_ref));
 
  check_nonnegative(function, "Random variable", y_val);
  check_positive_finite(function, "Inverse scale parameter", beta_val);
 
  if (size_zero(y, beta)) {
    return 0.0;
  }
 
  auto ops_partials = make_partials_propagator(y_ref, beta_ref);
 
  T_partials_return logp(0.0);
  if constexpr (include_summand<propto, T_inv_scale>::value) {
    logp = sum(log(beta_val)) * max_size(y, beta) / math::size(beta);
  }
  if constexpr (include_summand<propto, T_y, T_inv_scale>::value) {
    logp -= sum(beta_val * y_val);
  }
 
  if constexpr (is_autodiff_v<T_y>) {
    if constexpr (is_vector<T_y>::value && !is_vector<T_inv_scale>::value) {
      partials<0>(ops_partials)
          = T_partials_array::Constant(math::size(y), -beta_val);
    } else if constexpr (is_vector<T_inv_scale>::value) {
      partials<0>(ops_partials) = -beta_val;
    } else {
      partials<0>(ops_partials) = -beta_val;
    }
  }
  if constexpr (is_autodiff_v<T_inv_scale>) {
    partials<1>(ops_partials) = inv(beta_val) - y_val;
  }
  return ops_partials.build(logp);
}
 
template <typename T_y, typename T_inv_scale>
inline return_type_t<T_y, T_inv_scale> exponential_lpdf(
    const T_y& y, const T_inv_scale& beta) {
  return exponential_lpdf<false>(y, beta);
}
 
}  // namespace math
}  // namespace stan
#endif