gamma_p() [4/8]

double stan::math::gamma_p ( double  z, double  a  )

inline

Return the value of the normalized, lower-incomplete gamma function applied to the specified argument.

This function is defined, including error conditions, as follows

\[ \mbox{gamma\_p}(a, z) = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ P(a, z) & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{gamma\_p}(a, z)}{\partial a} = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ \frac{\partial\, P(a, z)}{\partial a} & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{gamma\_p}(a, z)}{\partial z} = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ \frac{\partial\, P(a, z)}{\partial z} & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

\[ P(a, z)=\frac{1}{\Gamma(a)}\int_0^zt^{a-1}e^{-t}dt \]

\[ \frac{\partial \, P(a, z)}{\partial a} = -\frac{\Psi(a)}{\Gamma^2(a)}\int_0^zt^{a-1}e^{-t}dt + \frac{1}{\Gamma(a)}\int_0^z (a-1)t^{a-2}e^{-t}dt \]

\[ \frac{\partial \, P(a, z)}{\partial z} = \frac{z^{a-1}e^{-z}}{\Gamma(a)} \]

Parameters

z	first argument
a	second argument

Returns

value of the normalized, lower-incomplete gamma function applied to z and a

Exceptions

std::domain_error

if either argument is not positive or if z is at a pole of the function

Definition at line 67 of file gamma_p.hpp.