1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_LOG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGNORMAL_LOG_HPP
4 #include <boost/random/lognormal_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
30 template <
bool propto,
31 typename T_y,
typename T_loc,
typename T_scale>
32 typename return_type<T_y, T_loc, T_scale>::type
34 static const char*
function(
"stan::math::lognormal_log");
55 T_partials_return logp(0.0);
64 "Location parameter", mu,
65 "Scale parameter", sigma);
72 for (
size_t n = 0; n <
length(y); n++)
77 operands_and_partials(y, mu, sigma);
86 T_partials_return, T_scale> log_sigma(
length(sigma));
88 for (
size_t n = 0; n <
length(sigma); n++)
93 T_partials_return, T_scale> inv_sigma(
length(sigma));
95 T_partials_return, T_scale> inv_sigma_sq(
length(sigma));
97 for (
size_t n = 0; n <
length(sigma); n++)
98 inv_sigma[n] = 1 /
value_of(sigma_vec[n]);
101 for (
size_t n = 0; n <
length(sigma); n++)
102 inv_sigma_sq[n] = inv_sigma[n] * inv_sigma[n];
106 T_partials_return, T_y> log_y(
length(y));
108 for (
size_t n = 0; n <
length(y); n++)
113 T_partials_return, T_y> inv_y(
length(y));
115 for (
size_t n = 0; n <
length(y); n++)
122 for (
size_t n = 0; n < N; n++) {
123 const T_partials_return mu_dbl =
value_of(mu_vec[n]);
125 T_partials_return logy_m_mu(0);
127 logy_m_mu = log_y[n] - mu_dbl;
129 T_partials_return logy_m_mu_sq = logy_m_mu * logy_m_mu;
130 T_partials_return logy_m_mu_div_sigma(0);
132 logy_m_mu_div_sigma = logy_m_mu * inv_sigma_sq[n];
137 logp -= log_sigma[n];
141 logp -= 0.5 * logy_m_mu_sq * inv_sigma_sq[n];
145 operands_and_partials.
d_x1[n] -= (1 + logy_m_mu_div_sigma) * inv_y[n];
147 operands_and_partials.
d_x2[n] += logy_m_mu_div_sigma;
149 operands_and_partials.
d_x3[n]
150 += (logy_m_mu_div_sigma * logy_m_mu - 1) * inv_sigma[n];
152 return operands_and_partials.
value(logp);
155 template <
typename T_y,
typename T_loc,
typename T_scale>
159 return lognormal_log<false>(y, mu, sigma);
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.
fvar< T > log(const fvar< T > &x)
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)
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
fvar< T > square(const fvar< T > &x)
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_loc, T_scale >::type lognormal_log(const T_y &y, const T_loc &mu, const T_scale &sigma)
size_t max_size(const T1 &x1, const T2 &x2)
const double NEG_LOG_SQRT_TWO_PI
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
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.
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