Stan Math Library  2.10.0
reverse mode automatic differentiation
gamma_q.hpp
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1 #ifndef STAN_MATH_REV_SCAL_FUN_GAMMA_Q_HPP
2 #define STAN_MATH_REV_SCAL_FUN_GAMMA_Q_HPP
3 
4 #include <stan/math/rev/core.hpp>
7 #include <boost/math/special_functions/gamma.hpp>
8 #include <boost/math/special_functions/digamma.hpp>
9 #include <valarray>
10 
11 namespace stan {
12  namespace math {
13 
14  namespace {
15  class gamma_q_vv_vari : public op_vv_vari {
16  public:
17  gamma_q_vv_vari(vari* avi, vari* bvi) :
18  op_vv_vari(stan::math::gamma_q(avi->val_, bvi->val_),
19  avi, bvi) {
20  }
21  void chain() {
22  avi_->adj_ += adj_
23  * stan::math::grad_reg_inc_gamma(avi_->val_, bvi_->val_,
24  boost::math::tgamma(avi_->val_),
25  boost::math::digamma(avi_->val_));
26  bvi_->adj_ -= adj_
27  * boost::math::gamma_p_derivative(avi_->val_, bvi_->val_);
28  }
29  };
30 
31  class gamma_q_vd_vari : public op_vd_vari {
32  public:
33  gamma_q_vd_vari(vari* avi, double b) :
34  op_vd_vari(stan::math::gamma_q(avi->val_, b),
35  avi, b) {
36  }
37  void chain() {
38  avi_->adj_ += adj_
39  * stan::math::grad_reg_inc_gamma(avi_->val_, bd_,
40  boost::math::tgamma(avi_->val_),
41  boost::math::digamma(avi_->val_));
42  }
43  };
44 
45  class gamma_q_dv_vari : public op_dv_vari {
46  public:
47  gamma_q_dv_vari(double a, vari* bvi) :
48  op_dv_vari(stan::math::gamma_q(a, bvi->val_),
49  a, bvi) {
50  }
51  void chain() {
52  bvi_->adj_ -= adj_
53  * boost::math::gamma_p_derivative(ad_, bvi_->val_);
54  }
55  };
56  }
57 
58  inline var gamma_q(const stan::math::var& a,
59  const stan::math::var& b) {
60  return var(new gamma_q_vv_vari(a.vi_, b.vi_));
61  }
62 
63  inline var gamma_q(const stan::math::var& a,
64  const double& b) {
65  return var(new gamma_q_vd_vari(a.vi_, b));
66  }
67 
68  inline var gamma_q(const double& a,
69  const stan::math::var& b) {
70  return var(new gamma_q_dv_vari(a, b.vi_));
71  }
72 
73  }
74 }
75 #endif
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:31
T grad_reg_inc_gamma(T a, T z, T g, T dig, T precision=1e-6)
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:43
fvar< T > tgamma(const fvar< T > &x)
Definition: tgamma.hpp:15
fvar< T > gamma_q(const fvar< T > &x1, const fvar< T > &x2)
Definition: gamma_q.hpp:15
fvar< T > digamma(const fvar< T > &x)
Definition: digamma.hpp:16

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