Stan Math Library  2.20.0
reverse mode automatic differentiation
inv_Phi.hpp
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1 #ifndef STAN_MATH_FWD_SCAL_FUN_INV_PHI_HPP
2 #define STAN_MATH_FWD_SCAL_FUN_INV_PHI_HPP
3 
4 #include <stan/math/fwd/meta.hpp>
5 #include <stan/math/fwd/core.hpp>
9 
10 namespace stan {
11 namespace math {
12 
13 template <typename T>
14 inline fvar<T> inv_Phi(const fvar<T>& p) {
15  using std::exp;
16  T xv = inv_Phi(p.val_);
17  return fvar<T>(xv, p.d_ / exp(-0.5 * square(xv)) * SQRT_2_TIMES_SQRT_PI);
18 }
19 } // namespace math
20 } // namespace stan
21 #endif
T d_
The tangent (derivative) of this variable.
Definition: fvar.hpp:50
fvar< T > inv_Phi(const fvar< T > &p)
Definition: inv_Phi.hpp:14
fvar< T > square(const fvar< T > &x)
Definition: square.hpp:12
const double SQRT_2_TIMES_SQRT_PI
Definition: constants.hpp:134
T val_
The value of this variable.
Definition: fvar.hpp:45
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:11
This template class represents scalars used in forward-mode automatic differentiation, which consist of values and directional derivatives of the specified template type.
Definition: fvar.hpp:41

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