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exponential_cdf.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXPONENTIAL_CDF_HPP
3
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
6 #include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
7 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
8 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
9 #include <stan/math/prim/scal/err/check_not_nan.hpp>
10 #include <stan/math/prim/scal/err/check_positive_finite.hpp>
11 #include <stan/math/prim/scal/fun/value_of.hpp>
12 #include <stan/math/prim/scal/meta/length.hpp>
13 #include <stan/math/prim/scal/meta/is_constant_struct.hpp>
14 #include <stan/math/prim/scal/meta/VectorView.hpp>
15 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
16 #include <stan/math/prim/scal/meta/partials_return_type.hpp>
17 #include <stan/math/prim/scal/meta/return_type.hpp>
18 #include <stan/math/prim/scal/fun/constants.hpp>
19 #include <stan/math/prim/scal/meta/include_summand.hpp>
20 #include <cmath>
21
22 namespace stan {
23 namespace math {
24
37 template <typename T_y, typename T_inv_scale>
38 typename return_type<T_y, T_inv_scale>::type
39 exponential_cdf(const T_y& y, const T_inv_scale& beta) {
40 typedef typename stan::partials_return_type<T_y, T_inv_scale>::type
41 T_partials_return;
42
43 static const char* function("exponential_cdf");
44
45 using boost::math::tools::promote_args;
46 using std::exp;
47
48 T_partials_return cdf(1.0);
49 if (!(stan::length(y)
50 && stan::length(beta)))
51 return cdf;
52
53 check_not_nan(function, "Random variable", y);
54 check_nonnegative(function, "Random variable", y);
55 check_positive_finite(function, "Inverse scale parameter", beta);
56
57 OperandsAndPartials<T_y, T_inv_scale>
58 operands_and_partials(y, beta);
59
60 VectorView<const T_y> y_vec(y);
61 VectorView<const T_inv_scale> beta_vec(beta);
62 size_t N = max_size(y, beta);
63 for (size_t n = 0; n < N; n++) {
64 const T_partials_return beta_dbl = value_of(beta_vec[n]);
65 const T_partials_return y_dbl = value_of(y_vec[n]);
66 const T_partials_return one_m_exp = 1.0 - exp(-beta_dbl * y_dbl);
67
68 cdf *= one_m_exp;
69 }
70
71 for (size_t n = 0; n < N; n++) {
72 const T_partials_return beta_dbl = value_of(beta_vec[n]);
73 const T_partials_return y_dbl = value_of(y_vec[n]);
74 const T_partials_return one_m_exp = 1.0 - exp(-beta_dbl * y_dbl);
75
76 T_partials_return rep_deriv = exp(-beta_dbl * y_dbl) / one_m_exp;
77 if (!is_constant_struct<T_y>::value)
78 operands_and_partials.d_x1[n] += rep_deriv * beta_dbl * cdf;
79 if (!is_constant_struct<T_inv_scale>::value)
80 operands_and_partials.d_x2[n] += rep_deriv * y_dbl * cdf;
81 }
82 return operands_and_partials.value(cdf);
83 }
84
85 }
86 }
87 #endif
check_not_nan.hpp
stan::math::OperandsAndPartials::d_x2
VectorView< T_return_type, false, true > d_x2
Definition: OperandsAndPartials.hpp:39
stan::math::exponential_cdf
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.
Definition: exponential_cdf.hpp:39
stan::math::check_not_nan
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
Definition: check_not_nan.hpp:60
check_positive_finite.hpp
stan
Definition: log_sum_exp.hpp:8
stan::math::value_of
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
stan::math::OperandsAndPartials::value
T_return_type value(double value)
Returns a T_return_type with the value specified with the partial derivatves.
Definition: OperandsAndPartials.hpp:67
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
is_constant_struct.hpp
return_type.hpp
include_summand.hpp
check_nonnegative.hpp
stan::is_constant_struct
Metaprogram to determine if a type has a base scalar type that can be assigned to type double...
Definition: is_constant_struct.hpp:13
stan::math::exp
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
stan::math::OperandsAndPartials
This class builds partial derivatives with respect to a set of operands.
Definition: OperandsAndPartials.hpp:37
VectorView.hpp
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder.hpp
partials_return_type.hpp
OperandsAndPartials.hpp
length.hpp
constants.hpp
stan::math::check_nonnegative
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
Definition: check_nonnegative.hpp:64
value_of.hpp
stan::VectorView
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
stan::partials_return_type::type
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
Definition: partials_return_type.hpp:26
check_consistent_sizes.hpp
stan::math::check_positive_finite
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
Definition: check_positive_finite.hpp:28
stan::math::OperandsAndPartials::d_x1
VectorView< T_return_type, false, true > d_x1
Definition: OperandsAndPartials.hpp:38

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