Stan Math Library  2.10.0
reverse mode automatic differentiation
exponential_ccdf_log.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CCDF_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CCDF_LOG_HPP
3 
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
20 
21 namespace stan {
22 
23  namespace math {
24 
25  template <typename T_y, typename T_inv_scale>
26  typename return_type<T_y, T_inv_scale>::type
27  exponential_ccdf_log(const T_y& y, const T_inv_scale& beta) {
29  T_partials_return;
30 
31  static const char* function("stan::math::exponential_ccdf_log");
32 
36  using boost::math::tools::promote_args;
38 
39  T_partials_return ccdf_log(0.0);
40  // check if any vectors are zero length
41  if (!(stan::length(y)
42  && stan::length(beta)))
43  return ccdf_log;
44 
45  check_not_nan(function, "Random variable", y);
46  check_nonnegative(function, "Random variable", y);
47  check_positive_finite(function, "Inverse scale parameter", beta);
48 
50  operands_and_partials(y, beta);
51 
52  VectorView<const T_y> y_vec(y);
53  VectorView<const T_inv_scale> beta_vec(beta);
54  size_t N = max_size(y, beta);
55  for (size_t n = 0; n < N; n++) {
56  const T_partials_return beta_dbl = value_of(beta_vec[n]);
57  const T_partials_return y_dbl = value_of(y_vec[n]);
58  // log ccdf
59  ccdf_log += -beta_dbl * y_dbl;
60 
61  // gradients
63  operands_and_partials.d_x1[n] -= beta_dbl;
65  operands_and_partials.d_x2[n] -= y_dbl;
66  }
67  return operands_and_partials.value(ccdf_log);
68  }
69  }
70 }
71 
72 #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
return_type< T_y, T_inv_scale >::type exponential_ccdf_log(const T_y &y, const T_inv_scale &beta)
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
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.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
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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