Automatic Differentiation
 
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◆ Phi_approx() [7/8]

var stan::math::Phi_approx ( const var a)
inline

Approximation of the unit normal CDF for variables (stan).

http://www.jiem.org/index.php/jiem/article/download/60/27

\[ \mbox{Phi\_approx}(x) = \begin{cases} \Phi_{\mbox{\footnotesize approx}}(x) & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{Phi\_approx}(x)}{\partial x} = \begin{cases} \frac{\partial\, \Phi_{\mbox{\footnotesize approx}}(x)}{\partial x} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \Phi_{\mbox{\footnotesize approx}}(x) = \mbox{logit}^{-1}(0.07056 \, x^3 + 1.5976 \, x) \]

\[ \frac{\partial \, \Phi_{\mbox{\footnotesize approx}}(x)}{\partial x} = -\Phi_{\mbox{\footnotesize approx}}^2(x) e^{-0.07056x^3 - 1.5976x}(-0.21168x^2-1.5976) \]

Parameters
aVariable argument.
Returns
The corresponding unit normal cdf approximation.

Definition at line 46 of file Phi_approx.hpp.