Stan Math Library
4.9.0
Automatic Differentiation
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Go to the source code of this file.
Namespaces | |
namespace | stan |
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation. | |
namespace | stan::math |
Matrices and templated mathematical functions. | |
Functions | |
template<typename F > | |
void | stan::math::finite_diff_gradient (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::VectorXd &grad_fx, double epsilon=1e-03) |
Calculate the value and the gradient of the specified function at the specified argument using finite difference. | |