Automatic Differentiation
 
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inv_Phi.hpp
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1#ifndef STAN_MATH_FWD_FUN_INV_PHI_HPP
2#define STAN_MATH_FWD_FUN_INV_PHI_HPP
3
9#include <cmath>
10
11namespace stan {
12namespace math {
13
14template <typename T>
15inline fvar<T> inv_Phi(const fvar<T>& p) {
16 using std::exp;
17 T xv = inv_Phi(p.val_);
18 return fvar<T>(xv, p.d_ / exp(-0.5 * square(xv)) * SQRT_TWO_PI);
19}
20
21} // namespace math
22} // namespace stan
23#endif
fvar< T > inv_Phi(const fvar< T > &p)
Definition inv_Phi.hpp:15
static constexpr double SQRT_TWO_PI
The value of the square root of , .
fvar< T > square(const fvar< T > &x)
Definition square.hpp:12
fvar< T > exp(const fvar< T > &x)
Definition exp.hpp:13
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...
Scalar val_
The value of this variable.
Definition fvar.hpp:49
Scalar d_
The tangent (derivative) of this variable.
Definition fvar.hpp:61
This template class represents scalars used in forward-mode automatic differentiation,...
Definition fvar.hpp:40