inv_Phi.hpp

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#ifndef STAN_MATH_REV_FUN_INV_PHI_HPP
#define STAN_MATH_REV_FUN_INV_PHI_HPP
 
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/inv_Phi.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
inline var inv_Phi(const var& p) {
  return make_callback_var(inv_Phi(p.val()), [p](auto& vi) mutable {
    p.adj() += vi.adj() * SQRT_TWO_PI / std::exp(-0.5 * vi.val() * vi.val());
  });
}
 
template <typename T, require_var_matrix_t<T>* = nullptr>
inline auto inv_Phi(const T& p) {
  return make_callback_var(inv_Phi(p.val()), [p](auto& vi) mutable {
    p.adj().array() += vi.adj().array() * SQRT_TWO_PI
                       / (-0.5 * vi.val().array().square()).exp();
  });
}
 
}  // namespace math
}  // namespace stan
#endif