stan::model::prob_grad_ad Class Reference

#include <prob_grad_ad.hpp>

Inheritance diagram for stan::model::prob_grad_ad:

Public Member Functions
	prob_grad_ad (size_t num_params_r)
	prob_grad_ad (size_t num_params_r, std::vector< std::pair< int, int > > &param_ranges_i)
virtual	~prob_grad_ad ()
virtual agrad::var	log_prob (std::vector< agrad::var > &params_r, std::vector< int > &params_i, std::ostream *output_stream=0)=0
virtual double	grad_log_prob (std::vector< double > &params_r, std::vector< int > &params_i, std::vector< double > &gradient, std::ostream *output_stream=0)
virtual double	log_prob (std::vector< double > &params_r, std::vector< int > &params_i, std::ostream *output_stream=0)
Public Member Functions inherited from stan::model::prob_grad
	prob_grad (size_t num_params_r)
	prob_grad (size_t num_params_r, std::vector< std::pair< int, int > > &param_ranges_i)
virtual	~prob_grad ()
void	set_num_params_r (size_t num_params_r)
void	setparam_ranges_i__ (std::vector< std::pair< int, int > > param_ranges_i)
virtual size_t	num_params_r ()
virtual size_t	num_params_i ()
std::pair< int, int >	param_range_i (size_t idx)
void	set_param_range_i_lower (size_t idx, int low)
void	set_param_range_i_upper (size_t idx, int up)
int	param_range_i_lower (size_t idx)
int	param_range_i_upper (size_t idx)
virtual void	init (std::vector< double > &params_r, std::vector< int > &params_i)
virtual double	grad_hess_log_prob (std::vector< double > &params_r, std::vector< int > &params_i, std::vector< double > &gradient, std::vector< double > &hessian, std::ostream *output_stream=0)
	Evaluate the log-probability, its gradient, and its Hessian at params_r. More...
virtual double	log_prob_star (size_t idx, int val, std::vector< double > &params_r, std::vector< int > &params_i, std::ostream *output_stream=0)
virtual void	write_csv (std::vector< double > &params_r, std::vector< int > &params_i, std::ostream &o, std::ostream *output_stream=0)
	Write the parameters on a single line in CSV format. More...
void	finite_diff_grad (std::vector< double > &params_r, std::vector< int > &params_i, std::vector< double > &grad, double epsilon=1e-6, std::ostream *output_stream=0)
	Compute the gradient using finite differences for the specified parameters, writing the result into the specified gradient, using the specified perturbation. More...
int	test_gradients (std::vector< double > &params_r, std::vector< int > &params_i, double epsilon=1e-6, double error=1e-6, std::ostream &o=std::cout, std::ostream *output_stream=0)
	Test the grad_log_prob() function's ability to produce accurate gradients using finite differences. More...

Additional Inherited Members
Protected Attributes inherited from stan::model::prob_grad
size_t	num_params_r__
std::vector< std::pair< int, int > >	param_ranges_i__

Detailed Description

Definition at line 15 of file prob_grad_ad.hpp.

Constructor & Destructor Documentation

prob_grad_ad() [1/2]

stan::model::prob_grad_ad::prob_grad_ad ( size_t  num_params_r )

inline

Definition at line 18 of file prob_grad_ad.hpp.

prob_grad_ad() [2/2]

stan::model::prob_grad_ad::prob_grad_ad ( size_t  num_params_r, std::vector< std::pair< int, int > > &  param_ranges_i  )

inline

Definition at line 22 of file prob_grad_ad.hpp.

~prob_grad_ad()

virtual stan::model::prob_grad_ad::~prob_grad_ad ( )

inlinevirtual

Definition at line 28 of file prob_grad_ad.hpp.

Member Function Documentation

grad_log_prob()

virtual double stan::model::prob_grad_ad::grad_log_prob ( std::vector< double > &  params_r, std::vector< int > &  params_i, std::vector< double > &  gradient, std::ostream *  output_stream = 0  )

inlinevirtual

Implements stan::model::prob_grad.

Definition at line 35 of file prob_grad_ad.hpp.

log_prob() [1/2]

virtual agrad::var stan::model::prob_grad_ad::log_prob ( std::vector< agrad::var > &  params_r, std::vector< int > &  params_i, std::ostream *  output_stream = 0  )

pure virtual

log_prob() [2/2]

virtual double stan::model::prob_grad_ad::log_prob ( std::vector< double > &  params_r, std::vector< int > &  params_i, std::ostream *  output_stream = 0  )

inlinevirtual

Implements stan::model::prob_grad.

Definition at line 50 of file prob_grad_ad.hpp.

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The documentation for this class was generated from the following file:

• src/stan/model/prob_grad_ad.hpp