Stan Math Library
4.9.0
Automatic Differentiation
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#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/finite_diff_stepsize.hpp>
#include <cmath>
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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 , typename VectorT , typename GradVectorT , typename ScalarT = return_type_t<VectorT>> | |
void | stan::math::finite_diff_gradient_auto (const F &f, VectorT &&x, ScalarT &fx, GradVectorT &grad_fx) |
Calculate the value and the gradient of the specified function at the specified argument using finite difference. | |