Stan Math Library  2.20.0
reverse mode automatic differentiation
grad_reg_inc_beta.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_FUN_GRAD_REG_INC_BETA_HPP
2 #define STAN_MATH_PRIM_SCAL_FUN_GRAD_REG_INC_BETA_HPP
3 
8 #include <cmath>
9 
10 namespace stan {
11 namespace math {
12 
32 template <typename T>
33 void grad_reg_inc_beta(T& g1, T& g2, const T& a, const T& b, const T& z,
34  const T& digammaA, const T& digammaB,
35  const T& digammaSum, const T& betaAB) {
36  using std::exp;
37  T dBda = 0;
38  T dBdb = 0;
39  grad_inc_beta(dBda, dBdb, a, b, z);
40  T b1 = beta(a, b) * inc_beta(a, b, z);
41  g1 = (dBda - b1 * (digammaA - digammaSum)) / betaAB;
42  g2 = (dBdb - b1 * (digammaB - digammaSum)) / betaAB;
43 }
44 
45 } // namespace math
46 } // namespace stan
47 #endif
void grad_inc_beta(fvar< T > &g1, fvar< T > &g2, fvar< T > a, fvar< T > b, fvar< T > z)
Gradient of the incomplete beta function beta(a, b, z) with respect to the first two arguments...
fvar< T > inc_beta(const fvar< T > &a, const fvar< T > &b, const fvar< T > &x)
Definition: inc_beta.hpp:18
fvar< T > beta(const fvar< T > &x1, const fvar< T > &x2)
Return fvar with the beta function applied to the specified arguments and its gradient.
Definition: beta.hpp:51
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:11

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