Stan Math Library
4.9.0
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. | |
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. | |