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Stan Math Library
2.20.0
reverse mode automatic differentiation
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#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>
Go to the source code of this file.
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... | |