Stan Math Library
4.9.0
Automatic Differentiation
|
T stan::math::inc_beta_dda | ( | T | a, |
T | b, | ||
T | z, | ||
T | digamma_a, | ||
T | digamma_ab | ||
) |
Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to a.
The power series used to compute the derivative tends to converge slowly when a and b are large, especially if z approaches 1. The implementation will throw an exception if the series have not converged within 100,000 iterations. The current implementation has been tested for values of a and b up to 12500 and z = 0.999.
T | scalar types of arguments |
a | first argument |
b | second argument |
z | upper bound of the integral |
digamma_a | value of digamma(a) |
digamma_ab | value of digamma(b) |
Definition at line 39 of file inc_beta_dda.hpp.