Stan Math Library  2.10.0
reverse mode automatic differentiation
weibull_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_WEIBULL_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_WEIBULL_LOG_HPP
3 
19 #include <boost/random/weibull_distribution.hpp>
20 #include <boost/random/variate_generator.hpp>
21 #include <cmath>
22 
23 namespace stan {
24 
25  namespace math {
26 
27  // Weibull(y|alpha, sigma) [y >= 0; alpha > 0; sigma > 0]
28  // FIXME: document
29  template <bool propto,
30  typename T_y, typename T_shape, typename T_scale>
31  typename return_type<T_y, T_shape, T_scale>::type
32  weibull_log(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
33  static const char* function("stan::math::weibull_log");
35  T_partials_return;
36 
43  using std::log;
44 
45  // check if any vectors are zero length
46  if (!(stan::length(y)
47  && stan::length(alpha)
48  && stan::length(sigma)))
49  return 0.0;
50 
51  // set up return value accumulator
52  T_partials_return logp(0.0);
53  check_finite(function, "Random variable", y);
54  check_positive_finite(function, "Shape parameter", alpha);
55  check_positive_finite(function, "Scale parameter", sigma);
56  check_consistent_sizes(function,
57  "Random variable", y,
58  "Shape parameter", alpha,
59  "Scale parameter", sigma);
60 
61  // check if no variables are involved and prop-to
63  return 0.0;
64 
65  VectorView<const T_y> y_vec(y);
66  VectorView<const T_shape> alpha_vec(alpha);
67  VectorView<const T_scale> sigma_vec(sigma);
68  size_t N = max_size(y, alpha, sigma);
69 
70  for (size_t n = 0; n < N; n++) {
71  const T_partials_return y_dbl = value_of(y_vec[n]);
72  if (y_dbl < 0)
73  return LOG_ZERO;
74  }
75 
77  T_partials_return, T_shape> log_alpha(length(alpha));
78  for (size_t i = 0; i < length(alpha); i++)
80  log_alpha[i] = log(value_of(alpha_vec[i]));
81 
83  T_partials_return, T_y> log_y(length(y));
84  for (size_t i = 0; i < length(y); i++)
86  log_y[i] = log(value_of(y_vec[i]));
87 
89  T_partials_return, T_scale> log_sigma(length(sigma));
90  for (size_t i = 0; i < length(sigma); i++)
92  log_sigma[i] = log(value_of(sigma_vec[i]));
93 
95  T_partials_return, T_scale> inv_sigma(length(sigma));
96  for (size_t i = 0; i < length(sigma); i++)
98  inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
99 
101  T_partials_return, T_y, T_shape, T_scale>
102  y_div_sigma_pow_alpha(N);
103  for (size_t i = 0; i < N; i++)
105  const T_partials_return y_dbl = value_of(y_vec[i]);
106  const T_partials_return alpha_dbl = value_of(alpha_vec[i]);
107  y_div_sigma_pow_alpha[i] = pow(y_dbl * inv_sigma[i], alpha_dbl);
108  }
109 
111  operands_and_partials(y, alpha, sigma);
112  for (size_t n = 0; n < N; n++) {
113  const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
115  logp += log_alpha[n];
117  logp += (alpha_dbl-1.0)*log_y[n];
119  logp -= alpha_dbl*log_sigma[n];
121  logp -= y_div_sigma_pow_alpha[n];
122 
124  const T_partials_return inv_y = 1.0 / value_of(y_vec[n]);
125  operands_and_partials.d_x1[n]
126  += (alpha_dbl-1.0) * inv_y
127  - alpha_dbl * y_div_sigma_pow_alpha[n] * inv_y;
128  }
130  operands_and_partials.d_x2[n]
131  += 1.0/alpha_dbl
132  + (1.0 - y_div_sigma_pow_alpha[n]) * (log_y[n] - log_sigma[n]);
134  operands_and_partials.d_x3[n]
135  += alpha_dbl * inv_sigma[n] * (y_div_sigma_pow_alpha[n] - 1.0);
136  }
137  return operands_and_partials.value(logp);
138  }
139 
140  template <typename T_y, typename T_shape, typename T_scale>
141  inline
143  weibull_log(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
144  return weibull_log<false>(y, alpha, sigma);
145  }
146  }
147 }
148 #endif
VectorView< T_return_type, false, true > d_x2
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
const double LOG_ZERO
Definition: constants.hpp:175
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
boost::math::tools::promote_args< typename scalar_type< T1 >::type, typename scalar_type< T2 >::type, typename scalar_type< T3 >::type, typename scalar_type< T4 >::type, typename scalar_type< T5 >::type, typename scalar_type< T6 >::type >::type type
Definition: return_type.hpp:27
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
This class builds partial derivatives with respect to a set of operands.
VectorView< T_return_type, false, true > d_x3
return_type< T_y, T_shape, T_scale >::type weibull_log(const T_y &y, const T_shape &alpha, const T_scale &sigma)
Definition: weibull_log.hpp:32
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
VectorBuilder allocates type T1 values to be used as intermediate values.
bool check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Return true if the dimension of x1 is consistent with x2.
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:18
VectorView is a template expression that is constructed with a container or scalar, which it then allows to be used as an array using operator[].
Definition: VectorView.hpp:48
boost::math::tools::promote_args< typename partials_type< typename scalar_type< T1 >::type >::type, typename partials_type< typename scalar_type< T2 >::type >::type, typename partials_type< typename scalar_type< T3 >::type >::type, typename partials_type< typename scalar_type< T4 >::type >::type, typename partials_type< typename scalar_type< T5 >::type >::type, typename partials_type< typename scalar_type< T6 >::type >::type >::type type
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
VectorView< T_return_type, false, true > d_x1

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