Automatic Differentiation
 
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wiener4_lcdf_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_x >
auto stan::math::internal::make_finite (const T_x &x)
 Make the expression finite.
 
template<typename T_a , typename T_w , typename T_v >
auto stan::math::internal::log_probability_distribution (const T_a &a, const T_v &v, const T_w &w)
 Calculate the probability term 'P' on log scale for distribution.
 
template<typename T_a , typename T_w , typename T_v >
auto stan::math::internal::log_probability_GradAV (const T_a &a, const T_v &v, const T_w &w)
 Calculate the probability term 'P' on log scale for grad_a and grad_v.
 
template<typename T_x >
auto stan::math::internal::logMill (T_x &&x)
 Log of Mill's ratio for the normal distribution.
 
template<bool NaturalScale = false, typename T_y , typename T_a , typename T_w , typename T_v , typename T_err >
auto stan::math::internal::wiener4_distribution (const T_y &y, const T_a &a, const T_v &v, const T_w &w, T_err log_err=log(1e-12))
 Calculate the wiener4 distribution.
 
template<typename T_y , typename T_a , typename T_v , typename T_w , typename T_cdf , typename T_err >
auto stan::math::internal::wiener4_cdf_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))
 Calculate derivative of the wiener4 distribution w.r.t.
 
template<typename T_y , typename T_a , typename T_v , typename T_w , typename T_cdf , typename T_err >
auto stan::math::internal::wiener4_cdf_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))
 Calculate derivative of the wiener4 distribution w.r.t.
 
template<typename T_y , typename T_a , typename T_v , typename T_w , typename T_cdf , typename T_err >
auto stan::math::internal::wiener4_cdf_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))
 Calculate derivative of the wiener4 distribution 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_lcdf_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-CDF function for the 4-parameter Wiener distribution.