Automatic Differentiation
 
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wiener5_lpdf.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.
 

Enumerations

enum  stan::math::internal::GradientCalc {
  stan::math::internal::OFF = 0 ,
  stan::math::internal::ON = 1
}
 

Functions

template<typename T_y , typename T_a , typename T_v , typename T_w , typename T_sv >
auto stan::math::internal::wiener5_compute_error_term (T_y &&y, T_a &&a, T_v &&v_value, T_w &&w_value, T_sv &&sv) noexcept
 Calculate the 'error_term' term for a wiener5 density or gradient.
 
template<bool Density, GradientCalc GradW, typename T_y , typename T_a , typename T_w_value , typename T_err >
auto stan::math::internal::wiener5_n_terms_small_t (T_y &&y, T_a &&a, T_w_value &&w_value, T_err &&error) noexcept
 Calculate the 'n_terms_small_t' term for a wiener5 density or gradient.
 
template<typename T_y , typename T_a , typename T_w_value , typename T_err >
auto stan::math::internal::wiener5_density_large_reaction_time_terms (T_y &&y, T_a &&a, T_w_value &&w_value, T_err &&error) noexcept
 Calculate the 'n_terms_large_t' term for a wiener5 density.
 
template<GradientCalc GradW, typename T_y , typename T_a , typename T_w_value , typename T_err >
auto stan::math::internal::wiener5_gradient_large_reaction_time_terms (T_y &&y, T_a &&a, T_w_value &&w_value, T_err &&error) noexcept
 Calculate the 'n_terms_large_t' term for a wiener5 gradient.
 
template<bool Density, GradientCalc GradW, typename T_y , typename T_a , typename T_w , typename T_nsmall , typename T_nlarge >
auto stan::math::internal::wiener5_log_sum_exp (T_y &&y, T_a &&a, T_w &&w_value, T_nsmall &&n_terms_small_t, T_nlarge &&n_terms_large_t) noexcept
 Calculate the 'result' term and its sign for a wiener5 density or gradient.
 
template<bool NaturalScale = false, typename T_y , typename T_a , typename T_w , typename T_v , typename T_sv , typename T_err >
auto stan::math::internal::wiener5_density (const T_y &y, const T_a &a, const T_v &v_value, const T_w &w_value, const T_sv &sv, T_err &&err=log(1e-12)) noexcept
 Calculate the wiener5 density.
 
template<bool WrtLog = false, typename T_y , typename T_a , typename T_w , typename T_v , typename T_sv , typename T_err >
auto stan::math::internal::wiener5_grad_t (const T_y &y, const T_a &a, const T_v &v_value, const T_w &w_value, const T_sv &sv, T_err &&err=log(1e-12)) noexcept
 Calculate the derivative of the wiener5 density w.r.t.
 
template<bool WrtLog = false, typename T_y , typename T_a , typename T_w , typename T_v , typename T_sv , typename T_err >
auto stan::math::internal::wiener5_grad_a (const T_y &y, const T_a &a, const T_v &v_value, const T_w &w_value, const T_sv &sv, T_err &&err=log(1e-12)) noexcept
 Calculate the derivative of the wiener5 density w.r.t.
 
template<bool WrtLog = false, typename T_y , typename T_a , typename T_w , typename T_v , typename T_sv , typename T_err >
auto stan::math::internal::wiener5_grad_v (const T_y &y, const T_a &a, const T_v &v_value, const T_w &w_value, const T_sv &sv, T_err &&err=log(1e-12)) noexcept
 Calculate the derivative of the wiener5 density w.r.t.
 
template<bool WrtLog = false, typename T_y , typename T_a , typename T_w , typename T_v , typename T_sv , typename T_err >
auto stan::math::internal::wiener5_grad_w (const T_y &y, const T_a &a, const T_v &v_value, const T_w &w_value, const T_sv &sv, T_err &&err=log(1e-12)) noexcept
 Calculate the derivative of the wiener5 density w.r.t.
 
template<bool WrtLog = false, typename T_y , typename T_a , typename T_w , typename T_v , typename T_sv , typename T_err >
auto stan::math::internal::wiener5_grad_sv (const T_y &y, const T_a &a, const T_v &v_value, const T_w &w_value, const T_sv &sv, T_err &&err=log(1e-12)) noexcept
 Calculate the derivative of the wiener5 density w.r.t.
 
template<size_t NestedIndex, typename Scalar1 , typename Scalar2 >
void stan::math::internal::assign_err (Scalar1 arg, Scalar2 err)
 Utility function for replacing a value with a specified error value.
 
template<size_t NestedIndex, typename Scalar , typename... TArgs>
void stan::math::internal::assign_err (std::tuple< TArgs... > &args_tuple, Scalar err)
 Utility function for replacing a value with a specified error value, overload for use when the value is stored within a tuple.
 
template<size_t ErrIndex, size_t NestedIndex = 0, GradientCalc GradW7 = GradientCalc::OFF, bool LogResult = true, typename F , typename T_err , typename... ArgsTupleT>
auto stan::math::internal::estimate_with_err_check (F &&functor, T_err &&err, ArgsTupleT &&... args_tuple)
 Utility function for estimating a function with a given set of arguments, checking the result against a provided error tolerance, and re-estimating the function with the increased error if it fails.
 
template<bool propto = false, typename T_y , typename T_a , typename T_t0 , typename T_w , typename T_v , typename T_sv >
auto stan::math::wiener_lpdf (const T_y &y, const T_a &a, const T_t0 &t0, const T_w &w, const T_v &v, const T_sv &sv, const double &precision_derivatives=1e-4)
 Log-density function for the 5-parameter Wiener density.