1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_HPP
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
38 template <
typename T_y,
typename T_inv_scale>
39 typename return_type<T_y, T_inv_scale>::type
44 static const char*
function(
"stan::math::exponential_cdf");
49 using boost::math::tools::promote_args;
53 T_partials_return cdf(1.0);
64 operands_and_partials(y, beta);
69 for (
size_t n = 0; n < N; n++) {
70 const T_partials_return beta_dbl =
value_of(beta_vec[n]);
71 const T_partials_return y_dbl =
value_of(y_vec[n]);
72 const T_partials_return one_m_exp = 1.0 -
exp(-beta_dbl * y_dbl);
78 for (
size_t n = 0; n < N; n++) {
79 const T_partials_return beta_dbl =
value_of(beta_vec[n]);
80 const T_partials_return y_dbl =
value_of(y_vec[n]);
81 const T_partials_return one_m_exp = 1.0 -
exp(-beta_dbl * y_dbl);
84 T_partials_return rep_deriv =
exp(-beta_dbl * y_dbl) / one_m_exp;
86 operands_and_partials.
d_x1[n] += rep_deriv * beta_dbl * cdf;
88 operands_and_partials.
d_x2[n] += rep_deriv * y_dbl * cdf;
91 return operands_and_partials.
value(cdf);
VectorView< T_return_type, false, true > d_x2
return_type< T_y, T_inv_scale >::type exponential_cdf(const T_y &y, const T_inv_scale &beta)
Calculates the exponential cumulative distribution function for the given y and beta.
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.
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)
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
fvar< T > exp(const fvar< T > &x)
This class builds partial derivatives with respect to a set of operands.
size_t max_size(const T1 &x1, const T2 &x2)
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[].
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