grad_reg_inc_beta.hpp

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#ifndef STAN_MATH_PRIM_FUN_GRAD_REG_INC_BETA_HPP
#define STAN_MATH_PRIM_FUN_GRAD_REG_INC_BETA_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/fun/inc_beta.hpp>
#include <stan/math/prim/fun/grad_2F1.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename T>
void grad_reg_inc_beta(T& g1, T& g2, const T& a, const T& b, const T& z,
                       const T& digammaA, const T& digammaB,
                       const T& digammaSum, const T& betaAB) {
  using std::exp;
 
  T c1 = log(z);
  T c2 = log1m(z);
  T c3 = betaAB * inc_beta(a, b, z);
  T C = exp(a * c1 + b * c2) / a;
  T dF1 = 0;
  T dF2 = 0;
  T dF3 = 0;
  T dFz = 0;
  if (value_of_rec(C)) {
    std::forward_as_tuple(dF1, dF2, dF3, dFz)
        = grad_2F1<true>(a + b, 1.0, a + 1, z);
  }
 
  T dBda = (c1 - 1.0 / a) * c3 + C * (dF1 + dF3);
  T dBdb = c2 * c3 + C * dF1;
 
  g1 = (dBda - c3 * (digammaA - digammaSum)) / betaAB;
  g2 = (dBdb - c3 * (digammaB - digammaSum)) / betaAB;
}
 
}  // namespace math
}  // namespace stan
#endif