hcubature.hpp File Reference

#include <stan/math/prim/fun/choose.hpp>
#include <stan/math/prim/fun/isfinite.hpp>
#include <stan/math/prim/fun/fabs.hpp>
#include <stan/math/prim/fun/fmax.hpp>
#include <stan/math/prim/fun/max.hpp>
#include <stan/math/prim/functor/apply.hpp>
#include <stan/math/prim/functor/integrate_1d.hpp>
#include <queue>
#include <tuple>

Go to the source code of this file.

Classes
struct	stan::math::internal::Box< T_a, T_b >
	Compute the integral of the function to be integrated (integrand) from a to b for more than one dimensions. More...

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.
namespace	stan::math::internal
	A comparator that works for any container type that has the brackets operator.

Functions
void	stan::math::internal::combination (Eigen::Matrix< int, Eigen::Dynamic, 1 > &c, const int dim, const int p, const int x)
	Get the [x]-th lexicographically ordered set of [p] elements in [dim] output is in [c], and should be sizeof(int)*[p] "Algorithm 515: Generation of a Vector from the Lexicographical Index"; Buckles, B.
template<typename Scalar >
Eigen::Matrix< Scalar, Eigen::Dynamic, Eigen::Dynamic >	stan::math::internal::combos (const int k, const Scalar lambda, const int dim)
	Compute a matrix [p] of all [dim]-component vectors with [k] components equal to [lambda] and other components equal to zero.
template<typename Scalar >
Eigen::Matrix< Scalar, Eigen::Dynamic, Eigen::Dynamic >	stan::math::internal::signcombos (const int k, const Scalar lambda, const int dim)
	Compute a matrix [p] of all [dim]-component vectors with [k] components equal to [±lambda] and other components equal to zero (with all possible signs).
std::tuple< std::array< Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >, 4 >, Eigen::Matrix< double, 5, 1 >, Eigen::Matrix< double, 4, 1 > >	stan::math::internal::make_GenzMalik (const int dim)
	Compute the points and weights corresponding to a [dim]-dimensional Genz-Malik cubature rule.
template<typename F , typename T_a , typename T_b , typename ParsPairT >
auto	stan::math::internal::gauss_kronrod (const F &integrand, const T_a a, const T_b b, const ParsPairT &pars_pair)
	Compute the integral of the function to be integrated (integrand) from a to b for one dimension.
template<typename F , typename GenzMalik , typename T_a , typename T_b , typename ParsTupleT >
auto	stan::math::internal::integrate_GenzMalik (const F &integrand, const GenzMalik &genz_malik, const int dim, const Eigen::Matrix< T_a, Eigen::Dynamic, 1 > &a, const Eigen::Matrix< T_b, Eigen::Dynamic, 1 > &b, const ParsTupleT &pars_tuple)
	Compute the integral of the function to be integrated (integrand) from a to b for more than one dimensions.
template<typename F , typename T_a , typename T_b , typename ParsTuple , typename TAbsErr , typename TRelErr >
auto	stan::math::hcubature (const F &integrand, const ParsTuple &pars, const int dim, const Eigen::Matrix< T_a, Eigen::Dynamic, 1 > &a, const Eigen::Matrix< T_b, Eigen::Dynamic, 1 > &b, const int max_eval, const TAbsErr reqAbsError, const TRelErr reqRelError)
	Compute the [dim]-dimensional integral of the function $f$ from $a$ to $b$ within specified relative and absolute tolerances or maximum number of evaluations.

Variables
static constexpr std::array< double, 8 >	stan::math::internal::xd7
static constexpr std::array< double, 8 >	stan::math::internal::wd7
static constexpr std::array< double, 4 >	stan::math::internal::gwd7