Stan Math Library  2.14.0
reverse mode automatic differentiation
Phi.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_FUN_PHI_HPP
2 #define STAN_MATH_PRIM_SCAL_FUN_PHI_HPP
3 
4 #include <boost/math/special_functions/erf.hpp>
7 
8 namespace stan {
9  namespace math {
10 
28  inline double Phi(double x) {
29  check_not_nan("Phi", "x", x);
30  if (x < -37.5)
31  return 0;
32  else if (x < -5.0)
33  return 0.5 * boost::math::erfc(-INV_SQRT_2 * x);
34  else if (x > 8.25)
35  return 1;
36  else
37  return 0.5 * (1.0 + boost::math::erf(INV_SQRT_2 * x));
38  }
39 
40  }
41 }
42 #endif
fvar< T > erf(const fvar< T > &x)
Definition: erf.hpp:14
const double INV_SQRT_2
The value of 1 over the square root of 2, .
Definition: constants.hpp:26
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
fvar< T > Phi(const fvar< T > &x)
Definition: Phi.hpp:12
fvar< T > erfc(const fvar< T > &x)
Definition: erfc.hpp:14

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