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pareto_type_2_ccdf_log.hpp
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#ifndef STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_CCDF_LOG_HPP
#define STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_CCDF_LOG_HPP
#include <boost/random/variate_generator.hpp>
#include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
#include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
#include <stan/math/prim/scal/err/check_finite.hpp>
#include <stan/math/prim/scal/err/check_greater_or_equal.hpp>
#include <stan/math/prim/scal/err/check_nonnegative.hpp>
#include <stan/math/prim/scal/err/check_not_nan.hpp>
#include <stan/math/prim/scal/err/check_positive_finite.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/fun/value_of.hpp>
#include <stan/math/prim/scal/fun/log1m.hpp>
#include <stan/math/prim/scal/meta/contains_nonconstant_struct.hpp>
#include <stan/math/prim/scal/meta/VectorView.hpp>
#include <stan/math/prim/scal/meta/VectorBuilder.hpp>
#include <cmath>
namespace stan {
namespace math {
template <typename T_y, typename T_loc, typename T_scale, typename T_shape>
typename return_type<T_y, T_loc, T_scale, T_shape>::type
pareto_type_2_ccdf_log(const T_y& y, const T_loc& mu,
const T_scale& lambda, const T_shape& alpha) {
typedef
typename stan::partials_return_type<T_y, T_loc, T_scale, T_shape>::type
T_partials_return;
// Check sizes
// Size checks
if ( !( stan::length(y)
&& stan::length(mu)
&& stan::length(lambda)
&& stan::length(alpha) ) )
return 0.0;
// Check errors
static const char* function("stan::math::pareto_type_2_ccdf_log");
using stan::math::check_greater_or_equal;
using stan::math::check_positive_finite;
using stan::math::check_not_nan;
using stan::math::check_greater_or_equal;
using stan::math::check_consistent_sizes;
using stan::math::check_nonnegative;
using stan::math::value_of;
using std::log;
T_partials_return P(0.0);
check_greater_or_equal(function, "Random variable", y, mu);
check_not_nan(function, "Random variable", y);
check_nonnegative(function, "Random variable", y);
check_positive_finite(function, "Scale parameter", lambda);
check_positive_finite(function, "Shape parameter", alpha);
check_consistent_sizes(function,
"Random variable", y,
"Scale parameter", lambda,
"Shape parameter", alpha);
// Wrap arguments in vectors
VectorView<const T_y> y_vec(y);
VectorView<const T_loc> mu_vec(mu);
VectorView<const T_scale> lambda_vec(lambda);
VectorView<const T_shape> alpha_vec(alpha);
size_t N = max_size(y, mu, lambda, alpha);
OperandsAndPartials<T_y, T_loc, T_scale, T_shape>
operands_and_partials(y, mu, lambda, alpha);
VectorBuilder<true, T_partials_return,
T_y, T_loc, T_scale, T_shape>
ccdf_log(N);
VectorBuilder<contains_nonconstant_struct<T_y, T_loc, T_scale,
T_shape>::value,
T_partials_return, T_y, T_loc, T_scale, T_shape>
a_over_lambda_plus_y(N);
VectorBuilder<!is_constant_struct<T_shape>::value,
T_partials_return, T_y, T_loc, T_scale, T_shape>
log_1p_y_over_lambda(N);
for (size_t i = 0; i < N; i++) {
const T_partials_return y_dbl = value_of(y_vec[i]);
const T_partials_return mu_dbl = value_of(mu_vec[i]);
const T_partials_return lambda_dbl = value_of(lambda_vec[i]);
const T_partials_return alpha_dbl = value_of(alpha_vec[i]);
const T_partials_return temp = 1.0 + (y_dbl - mu_dbl) / lambda_dbl;
const T_partials_return log_temp = log(temp);
ccdf_log[i] = -alpha_dbl * log_temp;
if (contains_nonconstant_struct<T_y, T_loc, T_scale, T_shape>::value)
a_over_lambda_plus_y[i] = alpha_dbl / (y_dbl - mu_dbl + lambda_dbl);
if (!is_constant_struct<T_shape>::value)
log_1p_y_over_lambda[i] = log_temp;
}
// Compute vectorized CDF and its gradients
for (size_t n = 0; n < N; n++) {
// Pull out values
const T_partials_return y_dbl = value_of(y_vec[n]);
const T_partials_return mu_dbl = value_of(mu_vec[n]);
const T_partials_return lambda_dbl = value_of(lambda_vec[n]);
// Compute
P += ccdf_log[n];
if (!is_constant_struct<T_y>::value)
operands_and_partials.d_x1[n] -= a_over_lambda_plus_y[n];
if (!is_constant_struct<T_loc>::value)
operands_and_partials.d_x2[n] += a_over_lambda_plus_y[n];
if (!is_constant_struct<T_scale>::value)
operands_and_partials.d_x3[n] += a_over_lambda_plus_y[n]
* (y_dbl - mu_dbl) / lambda_dbl;
if (!is_constant_struct<T_shape>::value)
operands_and_partials.d_x4[n] -= log_1p_y_over_lambda[n];
}
return operands_and_partials.to_var(P, y, mu, lambda, alpha);
}
}
}
#endif
check_not_nan.hpp
stan::math::check_greater_or_equal
bool check_greater_or_equal(const char *function, const char *name, const T_y &y, const T_low &low)
Return true if y is greater or equal than low.
Definition: check_greater_or_equal.hpp:84
stan::math::pareto_type_2_ccdf_log
return_type< T_y, T_loc, T_scale, T_shape >::type pareto_type_2_ccdf_log(const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
Definition: pareto_type_2_ccdf_log.hpp:25
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:63
check_positive_finite.hpp
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:15
contains_nonconstant_struct.hpp
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
stan::math::OperandsAndPartials::to_var
T_return_type to_var(T_partials_return logp, const T1 &x1=0, const T2 &x2=0, const T3 &x3=0, const T4 &x4=0, const T5 &x5=0, const T6 &x6=0)
Definition: OperandsAndPartials.hpp:322
VectorView.hpp
stan::math::OperandsAndPartials::d_x1
VectorView< T_partials_return, is_vector< T1 >::value, is_constant_struct< T1 >::value > d_x1
Definition: OperandsAndPartials.hpp:253
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:16
stan::math::OperandsAndPartials::d_x3
VectorView< T_partials_return, is_vector< T3 >::value, is_constant_struct< T3 >::value > d_x3
Definition: OperandsAndPartials.hpp:259
stan::math::OperandsAndPartials::d_x4
VectorView< T_partials_return, is_vector< T4 >::value, is_constant_struct< T4 >::value > d_x4
Definition: OperandsAndPartials.hpp:262
stan::math::OperandsAndPartials
A variable implementation that stores operands and derivatives with respect to the variable...
Definition: OperandsAndPartials.hpp:238
OperandsAndPartials.hpp
stan::max_size
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder.hpp
log1m.hpp
stan::contains_nonconstant_struct
Definition: contains_nonconstant_struct.hpp:14
stan::VectorBuilder
Definition: VectorBuilder.hpp:61
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::OperandsAndPartials::d_x2
VectorView< T_partials_return, is_vector< T2 >::value, is_constant_struct< T2 >::value > d_x2
Definition: OperandsAndPartials.hpp:256
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:66
check_greater_or_equal.hpp
value_of.hpp
stan::VectorView
VectorView is a template metaprogram that takes its argument and allows it to be used like a vector...
Definition: VectorView.hpp:41
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

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