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Stan
1.0
probability, sampling & optimization
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Stan
1.0
probability, sampling & optimization
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#include <cmath>#include <cstddef>#include <limits>#include <stdexcept>#include <vector>#include <ostream>#include <iostream>#include <stan/memory/stack_alloc.hpp>Go to the source code of this file.
Classes | |
| class | stan::agrad::chainable |
| Abstract base class for variable implementations that handles memory management and applying the chain rule. More... | |
| class | stan::agrad::vari |
| The variable implementation base class. More... | |
| class | stan::agrad::var |
| Independent (input) and dependent (output) variables for gradients. More... | |
| struct | std::numeric_limits< stan::agrad::var > |
| Specialization of numeric limits for var objects. More... | |
Namespaces | |
| stan | |
| Probability, optimization and sampling library. | |
| stan::agrad | |
| Function gradients via reverse-mode automatic differentiation. | |
| std | |
| Template specification of functions in std for Stan. | |
Functions | |
| static void | stan::agrad::recover_memory () |
| Recover memory used for all variables for reuse. More... | |
| static void | stan::agrad::grad (chainable *vi) |
| Compute the gradient for all variables starting from the specified root variable implementation. More... | |
| void | stan::agrad::print_stack (std::ostream &o) |
| Prints the auto-dif variable stack. More... | |
| bool | stan::agrad::operator== (const var &a, const var &b) |
| Equality operator comparing two variables' values (C++). More... | |
| bool | stan::agrad::operator== (const var &a, const double b) |
| Equality operator comparing a variable's value and a double (C++). More... | |
| bool | stan::agrad::operator== (const double a, const var &b) |
| Equality operator comparing a scalar and a variable's value (C++). More... | |
| bool | stan::agrad::operator!= (const var &a, const var &b) |
| Inequality operator comparing two variables' values (C++). More... | |
| bool | stan::agrad::operator!= (const var &a, const double b) |
| Inequality operator comparing a variable's value and a double (C++). More... | |
| bool | stan::agrad::operator!= (const double a, const var &b) |
| Inequality operator comparing a double and a variable's value (C++). More... | |
| bool | stan::agrad::operator< (const var &a, const var &b) |
| Less than operator comparing variables' values (C++). More... | |
| bool | stan::agrad::operator< (const var &a, const double b) |
| Less than operator comparing variable's value and a double (C++). More... | |
| bool | stan::agrad::operator< (const double a, const var &b) |
| Less than operator comparing a double and variable's value (C++). More... | |
| bool | stan::agrad::operator> (const var &a, const var &b) |
| Greater than operator comparing variables' values (C++). More... | |
| bool | stan::agrad::operator> (const var &a, const double b) |
| Greater than operator comparing variable's value and double (C++). More... | |
| bool | stan::agrad::operator> (const double a, const var &b) |
| Greater than operator comparing a double and a variable's value (C++). More... | |
| bool | stan::agrad::operator<= (const var &a, const var &b) |
| Less than or equal operator comparing two variables' values (C++). More... | |
| bool | stan::agrad::operator<= (const var &a, const double b) |
| Less than or equal operator comparing a variable's value and a scalar (C++). More... | |
| bool | stan::agrad::operator<= (const double a, const var &b) |
| Less than or equal operator comparing a double and variable's value (C++). More... | |
| bool | stan::agrad::operator>= (const var &a, const var &b) |
| Greater than or equal operator comparing two variables' values (C++). More... | |
| bool | stan::agrad::operator>= (const var &a, const double b) |
| Greater than or equal operator comparing variable's value and double (C++). More... | |
| bool | stan::agrad::operator>= (const double a, const var &b) |
| Greater than or equal operator comparing double and variable's value (C++). More... | |
| bool | stan::agrad::operator! (const var &a) |
| Prefix logical negation for the value of variables (C++). More... | |
| var | stan::agrad::operator+ (const var &a) |
| Unary plus operator for variables (C++). More... | |
| var | stan::agrad::operator- (const var &a) |
| Unary negation operator for variables (C++). More... | |
| var | stan::agrad::operator+ (const var &a, const var &b) |
| Addition operator for variables (C++). More... | |
| var | stan::agrad::operator+ (const var &a, const double b) |
| Addition operator for variable and scalar (C++). More... | |
| var | stan::agrad::operator+ (const double a, const var &b) |
| Addition operator for scalar and variable (C++). More... | |
| var | stan::agrad::operator- (const var &a, const var &b) |
| Subtraction operator for variables (C++). More... | |
| var | stan::agrad::operator- (const var &a, const double b) |
| Subtraction operator for variable and scalar (C++). More... | |
| var | stan::agrad::operator- (const double a, const var &b) |
| Subtraction operator for scalar and variable (C++). More... | |
| var | stan::agrad::operator* (const var &a, const var &b) |
| Multiplication operator for two variables (C++). More... | |
| var | stan::agrad::operator* (const var &a, const double b) |
| Multiplication operator for a variable and a scalar (C++). More... | |
| var | stan::agrad::operator* (const double a, const var &b) |
| Multiplication operator for a scalar and a variable (C++). More... | |
| var | stan::agrad::operator/ (const var &a, const var &b) |
| Division operator for two variables (C++). More... | |
| var | stan::agrad::operator/ (const var &a, const double b) |
| Division operator for dividing a variable by a scalar (C++). More... | |
| var | stan::agrad::operator/ (const double a, const var &b) |
| Division operator for dividing a scalar by a variable (C++). More... | |
| var & | stan::agrad::operator++ (var &a) |
| Prefix increment operator for variables (C++). More... | |
| var | stan::agrad::operator++ (var &a, int dummy) |
| Postfix increment operator for variables (C++). More... | |
| var & | stan::agrad::operator-- (var &a) |
| Prefix decrement operator for variables (C++). More... | |
| var | stan::agrad::operator-- (var &a, int dummy) |
| Postfix decrement operator for variables (C++). More... | |
| var | stan::agrad::exp (const var &a) |
| Return the exponentiation of the specified variable (cmath). More... | |
| var | stan::agrad::log (const var &a) |
| Return the natural log of the specified variable (cmath). More... | |
| var | stan::agrad::log10 (const var &a) |
| Return the base 10 log of the specified variable (cmath). More... | |
| var | stan::agrad::sqrt (const var &a) |
| Return the square root of the specified variable (cmath). More... | |
| var | stan::agrad::pow (const var &base, const var &exponent) |
| Return the base raised to the power of the exponent (cmath). More... | |
| var | stan::agrad::pow (const var &base, const double exponent) |
| Return the base variable raised to the power of the exponent scalar (cmath). More... | |
| var | stan::agrad::pow (const double base, const var &exponent) |
| Return the base scalar raised to the power of the exponent variable (cmath). More... | |
| var | stan::agrad::cos (const var &a) |
| Return the cosine of a radian-scaled variable (cmath). More... | |
| var | stan::agrad::sin (const var &a) |
| Return the sine of a radian-scaled variable (cmath). More... | |
| var | stan::agrad::tan (const var &a) |
| Return the tangent of a radian-scaled variable (cmath). More... | |
| var | stan::agrad::acos (const var &a) |
| Return the principal value of the arc cosine of a variable, in radians (cmath). More... | |
| var | stan::agrad::asin (const var &a) |
| Return the principal value of the arc sine, in radians, of the specified variable (cmath). More... | |
| var | stan::agrad::atan (const var &a) |
| Return the principal value of the arc tangent, in radians, of the specified variable (cmath). More... | |
| var | stan::agrad::atan2 (const var &a, const var &b) |
| Return the principal value of the arc tangent, in radians, of the first variable divided by the second (cmath). More... | |
| var | stan::agrad::atan2 (const var &a, const double b) |
| Return the principal value of the arc tangent, in radians, of the first variable divided by the second scalar (cmath). More... | |
| var | stan::agrad::atan2 (const double a, const var &b) |
| Return the principal value of the arc tangent, in radians, of the first scalar divided by the second variable (cmath). More... | |
| var | stan::agrad::cosh (const var &a) |
| Return the hyperbolic cosine of the specified variable (cmath). More... | |
| var | stan::agrad::sinh (const var &a) |
| Return the hyperbolic sine of the specified variable (cmath). More... | |
| var | stan::agrad::tanh (const var &a) |
| Return the hyperbolic tangent of the specified variable (cmath). More... | |
| var | stan::agrad::fabs (const var &a) |
| Return the absolute value of the variable (cmath). More... | |
| var | stan::agrad::floor (const var &a) |
| Return the floor of the specified variable (cmath). More... | |
| var | stan::agrad::ceil (const var &a) |
| Return the ceiling of the specified variable (cmath). More... | |
| var | stan::agrad::fmod (const var &a, const var &b) |
| Return the floating point remainder after dividing the first variable by the second (cmath). More... | |
| var | stan::agrad::fmod (const var &a, const double b) |
| Return the floating point remainder after dividing the the first variable by the second scalar (cmath). More... | |
| var | stan::agrad::fmod (const double a, const var &b) |
| Return the floating point remainder after dividing the first scalar by the second variable (cmath). More... | |
| var | stan::agrad::abs (const var &a) |
| Return the absolute value of the variable (std). More... | |
| static void | stan::agrad::free_memory () |
| Return all memory used for gradients back to the system. More... | |
| static void | stan::agrad::set_zero_all_adjoints () |
| Reset all adjoint values in the stack to zero. More... | |
| void | stan::agrad::jacobian (std::vector< var > &dependents, std::vector< var > &independents, std::vector< std::vector< double > > &jacobian) |
| Return the Jacobian of the function producing the specified dependent variables with respect to the specified independent variables. More... | |
| int | std::isnan (const stan::agrad::var &a) |
| Checks if the given number is NaN. More... | |
| int | std::isinf (const stan::agrad::var &a) |
| Checks if the given number is infinite. More... | |