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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
4 #include <stan/math/prim/scal/meta/is_constant_struct.hpp>
5 #include <stan/math/prim/scal/meta/partials_return_type.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_finite.hpp>
9 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
10 #include <stan/math/prim/scal/err/check_not_nan.hpp>
11 #include <stan/math/prim/scal/err/check_positive_finite.hpp>
12 #include <stan/math/prim/scal/fun/multiply_log.hpp>
13 #include <stan/math/prim/scal/fun/value_of.hpp>
14 #include <stan/math/prim/scal/meta/length.hpp>
15 #include <stan/math/prim/scal/fun/constants.hpp>
16 #include <stan/math/prim/scal/meta/include_summand.hpp>
17 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
18 #include <stan/math/prim/scal/meta/VectorView.hpp>
19 #include <boost/random/weibull_distribution.hpp>
20 #include <boost/random/variate_generator.hpp>
21 #include <cmath>
22
23 namespace stan {
24 namespace math {
25
26 // Weibull(y|alpha, sigma) [y >= 0; alpha > 0; sigma > 0]
27 template <bool propto,
28 typename T_y, typename T_shape, typename T_scale>
29 typename return_type<T_y, T_shape, T_scale>::type
30 weibull_log(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
31 static const char* function("weibull_log");
32 typedef typename stan::partials_return_type<T_y, T_shape, T_scale>::type
33 T_partials_return;
34
35 using std::log;
36
37 if (!(stan::length(y)
38 && stan::length(alpha)
39 && stan::length(sigma)))
40 return 0.0;
41
42 T_partials_return logp(0.0);
43 check_finite(function, "Random variable", y);
44 check_positive_finite(function, "Shape parameter", alpha);
45 check_positive_finite(function, "Scale parameter", sigma);
46 check_consistent_sizes(function,
47 "Random variable", y,
48 "Shape parameter", alpha,
49 "Scale parameter", sigma);
50
51 if (!include_summand<propto, T_y, T_shape, T_scale>::value)
52 return 0.0;
53
54 VectorView<const T_y> y_vec(y);
55 VectorView<const T_shape> alpha_vec(alpha);
56 VectorView<const T_scale> sigma_vec(sigma);
57 size_t N = max_size(y, alpha, sigma);
58
59 for (size_t n = 0; n < N; n++) {
60 const T_partials_return y_dbl = value_of(y_vec[n]);
61 if (y_dbl < 0)
62 return LOG_ZERO;
63 }
64
65 VectorBuilder<include_summand<propto, T_shape>::value,
66 T_partials_return, T_shape> log_alpha(length(alpha));
67 for (size_t i = 0; i < length(alpha); i++)
68 if (include_summand<propto, T_shape>::value)
69 log_alpha[i] = log(value_of(alpha_vec[i]));
70
71 VectorBuilder<include_summand<propto, T_y, T_shape>::value,
72 T_partials_return, T_y> log_y(length(y));
73 for (size_t i = 0; i < length(y); i++)
74 if (include_summand<propto, T_y, T_shape>::value)
75 log_y[i] = log(value_of(y_vec[i]));
76
77 VectorBuilder<include_summand<propto, T_shape, T_scale>::value,
78 T_partials_return, T_scale> log_sigma(length(sigma));
79 for (size_t i = 0; i < length(sigma); i++)
80 if (include_summand<propto, T_shape, T_scale>::value)
81 log_sigma[i] = log(value_of(sigma_vec[i]));
82
83 VectorBuilder<include_summand<propto, T_y, T_shape, T_scale>::value,
84 T_partials_return, T_scale> inv_sigma(length(sigma));
85 for (size_t i = 0; i < length(sigma); i++)
86 if (include_summand<propto, T_y, T_shape, T_scale>::value)
87 inv_sigma[i] = 1.0 / value_of(sigma_vec[i]);
88
89 VectorBuilder<include_summand<propto, T_y, T_shape, T_scale>::value,
90 T_partials_return, T_y, T_shape, T_scale>
91 y_div_sigma_pow_alpha(N);
92 for (size_t i = 0; i < N; i++)
93 if (include_summand<propto, T_y, T_shape, T_scale>::value) {
94 const T_partials_return y_dbl = value_of(y_vec[i]);
95 const T_partials_return alpha_dbl = value_of(alpha_vec[i]);
96 y_div_sigma_pow_alpha[i] = pow(y_dbl * inv_sigma[i], alpha_dbl);
97 }
98
99 OperandsAndPartials<T_y, T_shape, T_scale>
100 operands_and_partials(y, alpha, sigma);
101 for (size_t n = 0; n < N; n++) {
102 const T_partials_return alpha_dbl = value_of(alpha_vec[n]);
103 if (include_summand<propto, T_shape>::value)
104 logp += log_alpha[n];
105 if (include_summand<propto, T_y, T_shape>::value)
106 logp += (alpha_dbl-1.0)*log_y[n];
107 if (include_summand<propto, T_shape, T_scale>::value)
108 logp -= alpha_dbl*log_sigma[n];
109 if (include_summand<propto, T_y, T_shape, T_scale>::value)
110 logp -= y_div_sigma_pow_alpha[n];
111
112 if (!is_constant_struct<T_y>::value) {
113 const T_partials_return inv_y = 1.0 / value_of(y_vec[n]);
114 operands_and_partials.d_x1[n]
115 += (alpha_dbl-1.0) * inv_y
116 - alpha_dbl * y_div_sigma_pow_alpha[n] * inv_y;
117 }
118 if (!is_constant_struct<T_shape>::value)
119 operands_and_partials.d_x2[n]
120 += 1.0/alpha_dbl
121 + (1.0 - y_div_sigma_pow_alpha[n]) * (log_y[n] - log_sigma[n]);
122 if (!is_constant_struct<T_scale>::value)
123 operands_and_partials.d_x3[n]
124 += alpha_dbl * inv_sigma[n] * (y_div_sigma_pow_alpha[n] - 1.0);
125 }
126 return operands_and_partials.value(logp);
127 }
128
129 template <typename T_y, typename T_shape, typename T_scale>
130 inline
131 typename return_type<T_y, T_shape, T_scale>::type
132 weibull_log(const T_y& y, const T_shape& alpha, const T_scale& sigma) {
133 return weibull_log<false>(y, alpha, sigma);
134 }
135
136 }
137 }
138 #endif
check_not_nan.hpp
stan::math::OperandsAndPartials::d_x2
VectorView< T_return_type, false, true > d_x2
Definition: OperandsAndPartials.hpp:39
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::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
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
stan::math::LOG_ZERO
const double LOG_ZERO
Definition: constants.hpp:172
stan::math::include_summand
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
Definition: include_summand.hpp:35
stan::return_type::type
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
include_summand.hpp
multiply_log.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::OperandsAndPartials
This class builds partial derivatives with respect to a set of operands.
Definition: OperandsAndPartials.hpp:37
VectorView.hpp
stan::math::OperandsAndPartials::d_x3
VectorView< T_return_type, false, true > d_x3
Definition: OperandsAndPartials.hpp:40
stan::math::weibull_log
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:30
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
stan::math::check_finite
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
Definition: check_finite.hpp:60
stan::VectorBuilder
VectorBuilder allocates type T1 values to be used as intermediate values.
Definition: VectorBuilder.hpp:28
constants.hpp
stan::math::check_consistent_sizes
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.
Definition: check_consistent_sizes.hpp:31
check_finite.hpp
stan::math::pow
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:17
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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