Stan Math Library  2.14.0
reverse mode automatic differentiation
inc_beta.hpp
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1 #ifndef STAN_MATH_REV_SCAL_FUN_INC_BETA_HPP
2 #define STAN_MATH_REV_SCAL_FUN_INC_BETA_HPP
3 
4 #include <stan/math/rev/core.hpp>
10 #include <valarray>
11 
12 namespace stan {
13  namespace math {
14 
15  namespace {
16 
17  class inc_beta_vvv_vari : public op_vvv_vari {
18  public:
19  inc_beta_vvv_vari(vari* avi, vari* bvi, vari* cvi) :
20  op_vvv_vari(inc_beta(avi->val_, bvi->val_, cvi->val_),
21  avi, bvi, cvi) {
22  }
23  void chain() {
24  double d_a; double d_b;
25  grad_reg_inc_beta(d_a, d_b, avi_->val_, bvi_->val_,
26  cvi_->val_, digamma(avi_->val_),
27  digamma(bvi_->val_),
28  digamma(avi_->val_ + bvi_->val_),
29  std::exp(lbeta(avi_->val_,
30  bvi_->val_)));
31 
32  avi_->adj_ += adj_ * d_a;
33  bvi_->adj_ += adj_ * d_b;
34  cvi_->adj_ += adj_ * std::pow((1-cvi_->val_), bvi_->val_-1)
35  * std::pow(cvi_->val_, avi_->val_-1)
36  / std::exp(lbeta(avi_->val_, bvi_->val_));
37  }
38  };
39 
40  }
41 
42  inline var inc_beta(const var& a,
43  const var& b,
44  const var& c) {
45  return var(new inc_beta_vvv_vari(a.vi_, b.vi_, c.vi_));
46  }
47 
48  }
49 }
50 #endif
fvar< T > lbeta(const fvar< T > &x1, const fvar< T > &x2)
Definition: lbeta.hpp:15
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:30
fvar< T > inc_beta(const fvar< T > &a, const fvar< T > &b, const fvar< T > &x)
Definition: inc_beta.hpp:19
void grad_reg_inc_beta(T &g1, T &g2, const T &a, const T &b, const T &z, const T &digammaA, const T &digammaB, const T &digammaSum, const T &betaAB)
Computes the gradients of the regularized incomplete beta function.
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:42
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:17
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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