Automatic Differentiation
 
Loading...
Searching...
No Matches
wiener4_lccdf_defective.hpp File Reference

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.