integrate_1d_double_exponential() [2/2]

template<typename F , typename T_a , typename T_b , typename... Args, require_any_st_var< T_a, T_b, Args... > * = nullptr>

return_type_t< T_a, T_b, Args... > stan::math::integrate_1d_double_exponential ( const F &  f, const T_a &  a, const T_b &  b, std::ostream *  msgs, const Args &...  args  )

inline

Compute the integral of the single variable function f from a to b using adaptive double-exponential quadrature.

a and b can be finite or infinite.

f should be compatible with reverse mode autodiff and have the signature: var f(double x, double xc, const std::vector<var>& theta, const std::vector<double>& x_r, const std::vector<int> &x_i, std::ostream* msgs)

Gradients of f that evaluate to NaN when the function evaluates to zero are set to zero themselves.

Template Parameters

F	Type of f
T_a	type of first limit
T_b	type of second limit
Args	types of parameter pack arguments

Parameters

	f	the functor to integrate
	a	lower limit of integration
	b	upper limit of integration
	relative_tolerance	relative tolerance passed to Boost quadrature
	absolute_tolerance	absolute-error floor on the convergence test
	max_refinements	maximum refinement level passed to the Boost quadrature class constructor
[in,out]	msgs	the print stream for warning messages
	args	additional arguments to pass to f

Returns

numeric integral of function f

Definition at line 89 of file integrate_1d_double_exponential.hpp.