Stan Math Library  2.20.0
reverse mode automatic differentiation
Namespaces | Functions
integrate_1d.hpp File Reference
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/scal/err/check_less_or_equal.hpp>
#include <stan/math/prim/scal/err/domain_error.hpp>
#include <boost/math/quadrature/exp_sinh.hpp>
#include <boost/math/quadrature/sinh_sinh.hpp>
#include <boost/math/quadrature/tanh_sinh.hpp>
#include <functional>
#include <limits>
#include <ostream>
#include <vector>

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Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 

Functions

template<typename F >
double stan::math::integrate (const F &f, double a, double b, double relative_tolerance)
 Integrate a single variable function f from a to b to within a specified relative tolerance. More...
 
template<typename F >
double stan::math::integrate_1d (const F &f, const double a, const double b, const std::vector< double > &theta, const std::vector< double > &x_r, const std::vector< int > &x_i, std::ostream &msgs, const double relative_tolerance=std::sqrt(std::numeric_limits< double >::epsilon()))
 Compute the integral of the single variable function f from a to b to within a specified relative tolerance. More...
 

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