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Stan Math Library
2.6.3
probability, sampling & optimization
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#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/mix/mat/functor/hessian.hpp>
#include <vector>
Go to the source code of this file.
Namespaces | |
stan | |
stan::math | |
Matrices and templated mathematical functions. | |
Functions | |
template<typename F > | |
void | stan::math::finite_diff_grad_hessian (const F &f, const Eigen::Matrix< double,-1, 1 > &x, double &fx, Eigen::Matrix< double,-1,-1 > &hess, std::vector< Eigen::Matrix< double,-1,-1 > > &grad_hess_fx, const double epsilon=1e-04) |
Calculate the value and the gradient of the hessian of the specified function at the specified argument using second-order autodiff and first-order finite difference. More... | |