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Stan Math Library
2.20.0
reverse mode automatic differentiation
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#include <stan/math/rev/meta.hpp>
#include <stan/math/prim/arr/fun/value_of.hpp>
#include <stan/math/prim/arr/functor/integrate_1d.hpp>
#include <stan/math/prim/scal/err/check_less_or_equal.hpp>
#include <stan/math/prim/scal/err/domain_error.hpp>
#include <stan/math/rev/scal/fun/is_nan.hpp>
#include <stan/math/rev/scal/fun/value_of.hpp>
#include <type_traits>
#include <string>
#include <vector>
#include <functional>
#include <ostream>
#include <limits>
Go to the source code of this file.
Namespaces | |
stan | |
stan::math | |
Matrices and templated mathematical functions. | |
Functions | |
template<typename F > | |
double | stan::math::gradient_of_f (const F &f, const double &x, const double &xc, const std::vector< double > &theta_vals, const std::vector< double > &x_r, const std::vector< int > &x_i, size_t n, std::ostream &msgs) |
Calculate first derivative of f(x, param, std::ostream&) with respect to the nth parameter. More... | |
template<typename F , typename T_a , typename T_b , typename T_theta > | |
std::enable_if< std::is_same< T_a, var >::value||std::is_same< T_b, var >::value||std::is_same< T_theta, var >::value, var >::type | stan::math::integrate_1d (const F &f, const T_a &a, const T_b &b, const std::vector< T_theta > &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... | |