1 #ifndef STAN_MATH_PRIM_SCAL_FUN_INC_BETA_DDB_HPP 2 #define STAN_MATH_PRIM_SCAL_FUN_INC_BETA_DDB_HPP 14 T
inc_beta_dda(T a, T b, T z, T digamma_a, T digamma_ab);
44 if ((0.1 < z && z <= 0.75 && b > 500) || (0.01 < z && z <= 0.1 && b > 2500)
45 || (0.001 < z && z <= 0.01 && b > 1e5))
46 return -
inc_beta_dda(b, a, 1 - z, digamma_b, digamma_ab);
48 if ((z > 0.75 && a < 500) || (z > 0.9 && a < 2500) || (z > 0.99 && a < 1e5)
50 return -
inc_beta_dda(b, a, 1 - z, digamma_b, digamma_ab);
52 double threshold = 1
e-10;
54 const T a_plus_b = a + b;
55 const T a_plus_1 = a + 1;
58 T prefactor =
pow(a_plus_1 / a_plus_b, 3);
60 T sum_numer = digamma_ab * prefactor;
61 T sum_denom = prefactor;
63 T summand = prefactor * z * a_plus_b / a_plus_1;
66 digamma_ab +=
inv(a_plus_b);
68 while (
fabs(summand) > threshold) {
69 sum_numer += digamma_ab * summand;
72 summand *= (1 + (a_plus_b) / k) * (1 + k) / (1 + a_plus_1 / k);
73 digamma_ab +=
inv(a_plus_b + k);
78 domain_error(
"inc_beta_ddb",
"did not converge within 100000 iterations",
82 return inc_beta(a, b, z) * (
log(1 - z) - digamma_b + sum_numer / sum_denom);
fvar< T > fabs(const fvar< T > &x)
T inc_beta_dda(T a, T b, T z, T digamma_a, T digamma_ab)
Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to a.
fvar< T > log(const fvar< T > &x)
T inc_beta_ddb(T a, T b, T z, T digamma_b, T digamma_ab)
Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to b.
fvar< T > inc_beta(const fvar< T > &a, const fvar< T > &b, const fvar< T > &x)
void domain_error(const char *function, const char *name, const T &y, const char *msg1, const char *msg2)
Throw a domain error with a consistently formatted message.
double e()
Return the base of the natural logarithm.
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
fvar< T > inv(const fvar< T > &x)