Stan Math Library
4.9.0
Automatic Differentiation
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\[ \mbox{gamma\_q}(a, z) = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ Q(a, z) & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]
\[ \frac{\partial\, \mbox{gamma\_q}(a, z)}{\partial a} = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ \frac{\partial\, Q(a, z)}{\partial a} & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]
\[ \frac{\partial\, \mbox{gamma\_q}(a, z)}{\partial z} = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ \frac{\partial\, Q(a, z)}{\partial z} & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]
\[ Q(a, z)=\frac{1}{\Gamma(a)}\int_z^\infty t^{a-1}e^{-t}dt \]
\[ \frac{\partial \, Q(a, z)}{\partial a} = -\frac{\Psi(a)}{\Gamma^2(a)}\int_z^\infty t^{a-1}e^{-t}dt + \frac{1}{\Gamma(a)}\int_z^\infty (a-1)t^{a-2}e^{-t}dt \]
\[ \frac{\partial \, Q(a, z)}{\partial z} = -\frac{z^{a-1}e^{-z}}{\Gamma(a)} \]
domain_error | if x is at pole |
Definition at line 55 of file gamma_q.hpp.