grad_inc_beta.hpp

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#ifndef STAN_MATH_REV_FUN_GRAD_INC_BETA_HPP
#define STAN_MATH_REV_FUN_GRAD_INC_BETA_HPP
 
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/rev/fun/beta.hpp>
#include <stan/math/rev/fun/exp.hpp>
#include <stan/math/rev/fun/fabs.hpp>
#include <stan/math/rev/fun/floor.hpp>
#include <stan/math/rev/fun/value_of_rec.hpp>
#include <stan/math/rev/fun/inc_beta.hpp>
#include <stan/math/rev/fun/lgamma.hpp>
#include <stan/math/rev/fun/log.hpp>
#include <stan/math/rev/fun/log1m.hpp>
#include <stan/math/rev/fun/value_of.hpp>
#include <stan/math/prim/fun/grad_2F1.hpp>
#include <stan/math/prim/fun/value_of.hpp>
#include <stan/math/rev/fun/hypergeometric_2F1.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
inline void grad_inc_beta(var& g1, var& g2, const var& a, const var& b,
                          const var& z) {
  var c1 = log(z);
  var c2 = log1m(z);
  var c3 = beta(a, b) * inc_beta(a, b, z);
  var C = exp(a * c1 + b * c2) / a;
  var dF1 = 0;
  var dF2 = 0;
  var dF3 = 0;
  var dFz = 0;
  if (value_of_rec(C)) {
    std::forward_as_tuple(dF1, dF2, dF3, dFz)
        = grad_2F1<true>(a + b, var(1.0), a + 1, z);
  }
  g1 = (c1 - 1.0 / a) * c3 + C * (dF1 + dF3);
  g2 = c2 * c3 + C * dF1;
}
 
}  // namespace math
}  // namespace stan
#endif