finite_diff_grad_hessian.hpp File Reference

#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/mix/functor/hessian.hpp>
#include <vector>

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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 >
void	stan::math::finite_diff_grad_hessian (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::MatrixXd &hess, std::vector< Eigen::MatrixXd > &grad_hess_fx, double epsilon=1e-04)
	Calculate the value and the gradient of the hessian of the specified function at the specified argument using second-order autodiff and first-order finite difference.