Automatic Differentiation
 
Loading...
Searching...
No Matches

◆ inc_beta_ddb()

template<typename T >
T stan::math::inc_beta_ddb ( a,
b,
z,
digamma_b,
digamma_ab 
)

Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to b.

The power series used to compute the derivative tends to converge slowly when a and b are large, especially if z approaches 1. The implementation will throw an exception if the series have not converged within 100,000 iterations. The current implementation has been tested for values of a and b up to 12500 and z = 0.999.

Template Parameters
Tscalar types of arguments
Parameters
afirst argument
bsecond argument
zupper bound of the integral
digamma_bvalue of digamma(b)
digamma_abvalue of digamma(b)
Returns
partial derivative of the incomplete beta with respect to b
Precondition
a >= 0
b >= 0
0 <= z <= 1

Definition at line 42 of file inc_beta_ddb.hpp.