NaN tests were missing previously.

stan/math/prim/scal/fun/grad_reg_inc_gamma.hpp

@@ -2,6 +2,7 @@
 #define STAN_MATH_PRIM_SCAL_FUN_GRAD_REG_INC_GAMMA_HPP
 
 #include <stan/math/prim/scal/err/domain_error.hpp>
+#include <stan/math/prim/scal/err/check_not_nan.hpp>
 #include <stan/math/prim/scal/fun/gamma_p.hpp>
 #include <stan/math/prim/scal/fun/gamma_q.hpp>
 #include <stan/math/prim/scal/fun/is_inf.hpp>
@@ -48,6 +49,11 @@ namespace stan {
       using std::fabs;
       using std::log;
 
+      check_not_nan("grad_reg_inc_gamma", "a", a); 
+      check_not_nan("grad_reg_inc_gamma", "z", z); 
+      check_not_nan("grad_reg_inc_gamma", "g", g); 
+      check_not_nan("grad_reg_inc_gamma", "dig", dig); 
+
       T l = log(z);
       if (z >= a && z >= 8) {
         // asymptotic expansion http://dlmf.nist.gov/8.11#E2