Update student_t_qf.stanfunctions (#85)

* Update student_t_qf.stanfunctions * fix path * Formatting --------- Co-authored-by: GitHub Actions <[email protected]>
spinkney · Jul 11, 2023 · 8241956 · 8241956
1 parent c240166
commit 8241956
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Showing 3 changed files with 172 additions and 168 deletions.
diff --git a/functions/copula/student_t_copula.stanfunctions b/functions/copula/student_t_copula.stanfunctions
@@ -1,4 +1,4 @@
-  /** @addtogroup student_t_copula Student T Copula Functions
+/** @addtogroup student_t_copula Student T Copula Functions
 *
 * @include \copula\student_t_copula.stanfunctions
 * 
@@ -15,23 +15,21 @@
   * @param rho Real number [-1, 1]
   * @param nu Real \f$(0, +\infty)\f$
   */
+
+real bivariate_t_copula_lpdf(vector u, vector v, real rho, real nu) {
+  int N = num_elements(u);
+  vector[N] t1 = student_t_qf(u, nu);
+  vector[N] t2 = student_t_qf(v, nu);
+  vector[N] t1_sq = square(t1);
+  vector[N] t2_sq = square(t2);
 
-  real bivariate_t_copula_lpdf(vector u, vector v, real rho, real nu) {
-    int N = num_elements(u);
-    vector[N] t1 = student_t_qf(u, nu);
-    vector[N] t2 = student_t_qf(v, nu);
-    vector[N] t1_sq = square(t1);
-    vector[N] t2_sq = square(t2);
-
-    real lpdf = N
-                * (-0.5 * log1m(rho ^ 2) + lgamma(0.5 * (nu + 2))
-                   + lgamma(0.5 * nu) - 2 * lgamma(0.5 * (nu + 1)));
-    lpdf += 0.5 * (nu + 1)
-            * sum(log1p(t1_sq / nu) + log1p(t2_sq / nu));
-    lpdf += -0.5 * (nu + 2)
-            * sum(log1p((t1_sq - 2 * t1 .* t2 * rho + t2_sq)
-                        / (nu * (1 - rho ^ 2))));
-    return lpdf;
-  }
+  real lpdf = N
+              * (-0.5 * log1m(rho ^ 2) + lgamma(0.5 * (nu + 2)) + lgamma(0.5 * nu)
+                 - 2 * lgamma(0.5 * (nu + 1)));
+  lpdf += 0.5 * (nu + 1) * sum(log1p(t1_sq / nu) + log1p(t2_sq / nu));
+  lpdf += -0.5 * (nu + 2)
+          * sum(log1p((t1_sq - 2 * t1 .* t2 * rho + t2_sq) / (nu * (1 - rho ^ 2))));
+  return lpdf;
+}
 
-  /** @} */
+/** @} */
diff --git a/functions/distribution/student_t.stanfunctions b/functions/distribution/student_t.stanfunctions
@@ -17,34 +17,34 @@
 real student_t_lcdf_stan(real x, real df) {
   int lower_tail = 1;
   real lval;
-
- if (df <= 0) {
+  
+  if (df <= 0) {
     reject("df must be > 0. Found df = ", df);
   }
 
   if (is_inf(x)) {
     return not_a_number();
   }
   if (is_inf(df)) 
-      return normal_lcdf(x | 0, 1);
-
+    return normal_lcdf(x | 0, 1);
+  
   real nx = 1 + (x / df) * x;
   if (nx > 1e100) 
     lval = -0.5 * df * (2 * log(abs(x)) - log(df)) - lbeta(0.5 * df, 0.5) - log(0.5 * df);
-   else 
-    lval = df > x * x ? beta_lccdf(x * x / (df + x * x) | 0.5, df / 2) : beta_lcdf(1 / nx | df / 2, 0.5);
+  else 
+    lval = df > x * x ? beta_lccdf(x * x / (df + x * x) | 0.5, df / 2)
+           : beta_lcdf(1 / nx | df / 2, 0.5);
 
-
   if (x <= 0) {
     lower_tail = 0;
   }
-
-    if (lower_tail == 1) {
-      return log1m(0.5 * exp(lval));
-    } else {
-      return lval - log2();
-    }
-
+  
+  if (lower_tail == 1) {
+    return log1m(0.5 * exp(lval));
+  } else {
+    return lval - log2();
+  }
+  
   return lval;
 }
 
@@ -59,7 +59,7 @@ real student_t_lcdf_stan(real x, real df) {
   */
 real student_t_lccdf_stan(real x, real df) {
   real lval;
-
+  
   if (df <= 0) {
     reject("df must be > 0. Found df = ", df);
   }
@@ -69,14 +69,15 @@ real student_t_lccdf_stan(real x, real df) {
   }
 
   if (is_inf(df)) 
-      return normal_lccdf(x | 0, 1);
-
+    return normal_lccdf(x | 0, 1);
+  
   real nx = 1 + (x / df) * x;
   if (nx > 1e100) 
     lval = -0.5 * df * (2 * log(abs(x)) - log(df)) - lbeta(0.5 * df, 0.5) - log(0.5 * df);
-   else 
-    lval = df > x * x ? beta_lccdf(x * x / (df + x * x) | 0.5, df / 2) : beta_lcdf(1 / nx | df / 2, 0.5);
-
+  else 
+    lval = df > x * x ? beta_lccdf(x * x / (df + x * x) | 0.5, df / 2)
+           : beta_lcdf(1 / nx | df / 2, 0.5);
+
   return x < 0 ? log1m(0.5 * exp(lval)) : lval - log2();
 }