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Stan Math Library
5.1.0
Automatic Differentiation
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functions to compute the log density, first, second, and third-order derivatives for a likelihoood specified by the user.
Namespaces | |
namespace | internal |
Functions | |
template<typename F , typename Theta , typename TupleArgs , typename Stream , require_eigen_vector_t< Theta > * = nullptr, require_tuple_t< TupleArgs > * = nullptr> | |
auto | log_likelihood (F &&f, Theta &&theta, TupleArgs &&ll_tup, Stream *msgs) |
A wrapper that accepts a tuple as arguments. | |
template<typename F , typename Theta , typename TupleArgs , typename Stream , require_eigen_vector_t< Theta > * = nullptr, require_tuple_t< TupleArgs > * = nullptr> | |
auto | diff (F &&f, Theta &&theta, const Eigen::Index hessian_block_size, TupleArgs &&ll_tuple, Stream *msgs) |
A wrapper that accepts a tuple as arguments. | |
template<typename F , typename Theta , typename TupleArgs , typename Stream , require_eigen_vector_t< Theta > * = nullptr, require_tuple_t< TupleArgs > * = nullptr> | |
Eigen::VectorXd | third_diff (F &&f, Theta &&theta, TupleArgs &&ll_args, Stream *msgs) |
A wrapper that accepts a tuple as arguments. | |
template<typename F , typename Theta , typename AMat , typename TupleArgs , typename Stream , require_eigen_vector_t< Theta > * = nullptr, require_tuple_t< TupleArgs > * = nullptr> | |
auto | compute_s2 (F &&f, Theta &&theta, AMat &&A, int hessian_block_size, TupleArgs &&ll_args, Stream *msgs) |
A wrapper that accepts a tuple as arguments. | |
template<typename F , typename V_t , typename Theta , typename TupleArgs , typename Stream , require_tuple_t< TupleArgs > * = nullptr, require_eigen_vector_t< Theta > * = nullptr> | |
auto | diff_eta_implicit (F &&f, V_t &&v, Theta &&theta, TupleArgs &&ll_args, Stream *msgs) |
A wrapper that accepts a tuple as arguments. | |