std_normal_log_qf.hpp

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#ifndef STAN_MATH_FWD_PROB_STD_NORMAL_LOG_QF_HPP
#define STAN_MATH_FWD_PROB_STD_NORMAL_LOG_QF_HPP
 
#include <stan/math/fwd/meta.hpp>
#include <stan/math/fwd/core.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/prim/fun/inv.hpp>
#include <stan/math/prim/prob/std_normal_log_qf.hpp>
#include <stan/math/prim/fun/square.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename T>
inline fvar<T> std_normal_log_qf(const fvar<T>& p) {
  const T xv = std_normal_log_qf(p.val_);
  int p_sign = 1;
  auto p_d = p.d_;
  if (p.d_ < 0) {
    p_sign = -1;
    p_d *= -1;
  }
  return fvar<T>(
      xv,
      p_sign * exp(p.val_ + log(p_d) - NEG_LOG_SQRT_TWO_PI + 0.5 * square(xv)));
}
}  // namespace math
}  // namespace stan
#endif