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Stan Math Library
5.1.0
Automatic Differentiation
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Go to the source code of this file.
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. | |
| namespace | stan::math::internal |
| A comparator that works for any container type that has the brackets operator. | |
Functions | |
| template<typename T_a , typename T_w , typename T_v > | |
| auto | stan::math::internal::log_wiener_prob_hit_upper (const T_a &a, const T_v &v, const T_w &w) |
| Log of probability of reaching the upper bound in diffusion process. | |
| template<typename T_a , typename T_w , typename T_v > | |
| auto | stan::math::internal::wiener_prob_derivative_term (const T_a &a, const T_v &v, const T_w &w) noexcept |
| Calculate parts of the partial derivatives for wiener_prob_grad_a and wiener_prob_grad_v (on log-scale) | |
| template<typename T_y , typename T_a , typename T_w , typename T_v , typename T_err > | |
| auto | stan::math::internal::wiener4_ccdf (const T_y &y, const T_a &a, const T_v &v, const T_w &w, T_err log_err=log(1e-12)) noexcept |
| Calculate wiener4 ccdf (natural-scale) | |
| template<typename T_y , typename T_a , typename T_w , typename T_v , typename T_cdf , typename T_err > | |
| auto | stan::math::internal::wiener4_ccdf_grad_a (const T_y &y, const T_a &a, const T_v &v, const T_w &w, T_cdf &&cdf, T_err log_err=log(1e-12)) noexcept |
| Calculate derivative of the wiener4 ccdf w.r.t. | |
| template<typename T_y , typename T_a , typename T_w , typename T_v , typename T_cdf , typename T_err > | |
| auto | stan::math::internal::wiener4_ccdf_grad_v (const T_y &y, const T_a &a, const T_v &v, const T_w &w, T_cdf &&cdf, T_err log_err=log(1e-12)) noexcept |
| Calculate derivative of the wiener4 ccdf w.r.t. | |
| template<typename T_y , typename T_a , typename T_w , typename T_v , typename T_cdf , typename T_err > | |
| auto | stan::math::internal::wiener4_ccdf_grad_w (const T_y &y, const T_a &a, const T_v &v, const T_w &w, T_cdf &&cdf, T_err log_err=log(1e-12)) noexcept |
| Calculate derivative of the wiener4 ccdf w.r.t. | |
| template<bool propto = false, typename T_y , typename T_a , typename T_t0 , typename T_w , typename T_v > | |
| auto | stan::math::wiener_lccdf_defective (const T_y &y, const T_a &a, const T_t0 &t0, const T_w &w, const T_v &v, const double &precision_derivatives=1e-4) |
| Log-CCDF for the 4-parameter Wiener distribution. | |