std_normal_log_qf.hpp File Reference

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/log1m.hpp>
#include <stan/math/prim/fun/log.hpp>
#include <stan/math/prim/fun/log_diff_exp.hpp>
#include <stan/math/prim/fun/log_sum_exp.hpp>
#include <stan/math/prim/fun/sqrt.hpp>
#include <stan/math/prim/fun/square.hpp>
#include <stan/math/prim/functor/apply_scalar_unary.hpp>
#include <cmath>

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Classes
struct	stan::math::std_normal_log_qf_fun
	Structure to wrap std_normal_log_qf() so it can be vectorized. More...

Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.

Functions
double	stan::math::std_normal_log_qf (double log_p)
	The inverse of the unit normal cumulative distribution function evaluated at the log probability.
template<typename T , require_all_not_nonscalar_prim_or_rev_kernel_expression_t< T > * = nullptr, require_container_t< T > * = nullptr, require_not_var_matrix_t< T > * = nullptr>
auto	stan::math::std_normal_log_qf (T &&x)
	A vectorized version of std_normal_log_qf() that accepts std::vectors, Eigen Matrix/Array objects, or expressions, and containers of these.