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Stan Math Library
5.1.0
Automatic Differentiation
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Enumerations | |
enum class | COPY_TYPE { SHALLOW = 0 , DEEP = 1 } |
Decide if object should be deep or shallow copied when using conditional_copy_and_promote . More... | |
Functions | |
template<typename F , typename Theta , typename Stream , typename... Args, require_eigen_vector_t< Theta > * = nullptr> | |
auto | log_likelihood (F &&f, Theta &&theta, Stream *msgs, Args &&... args) |
template<template< typename... > class Filter, typename PromotedType = stan::math::var, COPY_TYPE CopyType = COPY_TYPE::DEEP, typename... Args> | |
auto | conditional_copy_and_promote (Args &&... args) |
Conditional copy and promote a type's scalar type to a PromotedType . | |
template<typename PromotedType , typename... Args> | |
auto | deep_copy_vargs (Args &&... args) |
template<typename PromotedType , typename... Args> | |
auto | shallow_copy_vargs (Args &&... args) |
template<typename F , typename Theta , typename Stream , typename... Args, require_eigen_vector_vt< std::is_arithmetic, Theta > * = nullptr> | |
auto | diff (F &&f, Theta &&theta, const Eigen::Index hessian_block_size, Stream *msgs, Args &&... args) |
Computes theta gradient and negative block diagonal Hessian of f wrt theta and args... | |
template<typename F , typename Theta , typename Stream , typename... Args, require_eigen_vector_t< Theta > * = nullptr> | |
Eigen::VectorXd | third_diff (F &&f, Theta &&theta, Stream &&msgs, Args &&... args) |
Compute third order derivative of f wrt theta and args... | |
template<typename F , typename Theta , typename AMat , typename Stream , typename... Args, require_eigen_vector_t< Theta > * = nullptr> | |
auto | compute_s2 (F &&f, Theta &&theta, AMat &&A, const int hessian_block_size, Stream *msgs, Args &&... args) |
The derivative of the log likelihood wrt theta evaluated at the mode. | |
template<typename F , typename V_t , typename Theta , typename Stream , typename... Args, require_eigen_vector_t< Theta > * = nullptr> | |
auto | diff_eta_implicit (F &&f, V_t &&v, Theta &&theta, Stream *msgs, Args &&... args) |
Compute second order gradient of f wrt theta and args... | |