Stan Math Library  2.14.0
reverse mode automatic differentiation
lbeta.hpp
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1 #ifndef STAN_MATH_FWD_SCAL_FUN_LBETA_HPP
2 #define STAN_MATH_FWD_SCAL_FUN_LBETA_HPP
3 
4 #include <stan/math/fwd/core.hpp>
5 
6 #include <boost/math/special_functions/digamma.hpp>
8 
9 namespace stan {
10  namespace math {
11 
12  template <typename T>
13  inline
14  fvar<T>
15  lbeta(const fvar<T>& x1, const fvar<T>& x2) {
17  return fvar<T>(lbeta(x1.val_, x2.val_),
18  x1.d_ * digamma(x1.val_)
19  + x2.d_ * digamma(x2.val_)
20  - (x1.d_ + x2.d_) * digamma(x1.val_ + x2.val_));
21  }
22 
23  template <typename T>
24  inline
25  fvar<T>
26  lbeta(double x1, const fvar<T>& x2) {
28  return fvar<T>(lbeta(x1, x2.val_),
29  x2.d_ * digamma(x2.val_) - x2.d_ * digamma(x1 + x2.val_));
30  }
31 
32  template <typename T>
33  inline
34  fvar<T>
35  lbeta(const fvar<T>& x1, double x2) {
37  return fvar<T>(lbeta(x1.val_, x2),
38  x1.d_ * digamma(x1.val_) - x1.d_ * digamma(x1.val_ + x2));
39  }
40  }
41 }
42 #endif
fvar< T > lbeta(const fvar< T > &x1, const fvar< T > &x2)
Definition: lbeta.hpp:15
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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