Stan Math Library  2.9.0
reverse mode automatic differentiation
inv_Phi.hpp
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1 #ifndef STAN_MATH_FWD_SCAL_FUN_INV_PHI_HPP
2 #define STAN_MATH_FWD_SCAL_FUN_INV_PHI_HPP
3 
4 #include <stan/math/fwd/core.hpp>
5 
9 
10 namespace stan {
11 
12  namespace math {
13 
14  template <typename T>
15  inline fvar<T> inv_Phi(const fvar<T>& p) {
16  using stan::math::inv_Phi;
17  using std::exp;
18  T xv = inv_Phi(p.val_);
19  return fvar<T>(xv,
20  p.d_ / exp(-0.5 * square(xv)) * SQRT_2_TIMES_SQRT_PI);
21  }
22  }
23 }
24 #endif
fvar< T > inv_Phi(const fvar< T > &p)
Definition: inv_Phi.hpp:15
fvar< T > square(const fvar< T > &x)
Definition: square.hpp:15
const double SQRT_2_TIMES_SQRT_PI
Definition: constants.hpp:158
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10

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