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Stan Math Library
5.2.0
Automatic Differentiation
|
Files | |
| barzilai_borwein_step_size.hpp | |
| conditional_copy_and_promote.hpp | |
| derivative.hpp | |
| finite_diff_grad_hessian.hpp | |
| finite_diff_grad_hessian_auto.hpp | |
| grad_hessian.hpp | |
| grad_tr_mat_times_hessian.hpp | |
| gradient_dot_vector.hpp | |
| hessian.hpp | |
| hessian_block_diag.hpp | |
| hessian_times_vector.hpp | |
| laplace_base_rng.hpp | |
| laplace_likelihood.hpp | |
| laplace_marginal_density.hpp | |
| Reference for calculations of marginal and its gradients: Margossian et al (2020), https://arxiv.org/abs/2004.12550 and Margossian (2023), https://arxiv.org/pdf/2306.14976. | |
| laplace_marginal_density_estimator.hpp | |
| Reference for calculations of marginal and its gradients: Margossian et al (2020), https://arxiv.org/abs/2004.12550 and Margossian (2023), https://arxiv.org/pdf/2306.14976. | |
| partial_derivative.hpp | |
| wolfe_line_search.hpp | |