Stan Math Library  2.15.0
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>
9 #include <boost/math/special_functions/gamma.hpp>
10 #include <valarray>
11 
12 namespace stan {
13  namespace math {
14 
15  namespace {
16  class gamma_q_vv_vari : public op_vv_vari {
17  public:
18  gamma_q_vv_vari(vari* avi, vari* bvi) :
19  op_vv_vari(gamma_q(avi->val_, bvi->val_),
20  avi, bvi) {
21  }
22  void chain() {
23  avi_->adj_ += adj_
24  * grad_reg_inc_gamma(avi_->val_, bvi_->val_,
25  tgamma(avi_->val_),
26  digamma(avi_->val_));
27  bvi_->adj_ -= adj_
28  * boost::math::gamma_p_derivative(avi_->val_, bvi_->val_);
29  }
30  };
31 
32  class gamma_q_vd_vari : public op_vd_vari {
33  public:
34  gamma_q_vd_vari(vari* avi, double b) :
35  op_vd_vari(gamma_q(avi->val_, b),
36  avi, b) {
37  }
38  void chain() {
39  avi_->adj_ += adj_
40  * grad_reg_inc_gamma(avi_->val_, bd_,
41  tgamma(avi_->val_),
42  digamma(avi_->val_));
43  }
44  };
45 
46  class gamma_q_dv_vari : public op_dv_vari {
47  public:
48  gamma_q_dv_vari(double a, vari* bvi) :
49  op_dv_vari(gamma_q(a, bvi->val_),
50  a, bvi) {
51  }
52  void chain() {
53  bvi_->adj_ -= adj_
54  * boost::math::gamma_p_derivative(ad_, bvi_->val_);
55  }
56  };
57  }
58 
59  inline var gamma_q(const var& a,
60  const var& b) {
61  return var(new gamma_q_vv_vari(a.vi_, b.vi_));
62  }
63 
64  inline var gamma_q(const var& a,
65  double b) {
66  return var(new gamma_q_vd_vari(a.vi_, b));
67  }
68 
69  inline var gamma_q(double a,
70  const var& b) {
71  return var(new gamma_q_dv_vari(a, b.vi_));
72  }
73 
74  }
75 }
76 #endif
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:30
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:42
T grad_reg_inc_gamma(T a, T z, T g, T dig, double precision=1e-6, int max_steps=1e5)
Gradient of the regularized incomplete gamma functions igamma(a, z)
fvar< T > tgamma(const fvar< T > &x)
Return the result of applying the gamma function to the specified argument.
Definition: tgamma.hpp:20
fvar< T > gamma_q(const fvar< T > &x1, const fvar< T > &x2)
Definition: gamma_q.hpp:14
fvar< T > digamma(const fvar< T > &x)
Return the derivative of the log gamma function at the specified argument.
Definition: digamma.hpp:22

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