1 #ifndef STAN_MATH_PRIM_SCAL_FUN_INV_PHI_HPP
2 #define STAN_MATH_PRIM_SCAL_FUN_INV_PHI_HPP
34 static const double a[6] = {
35 -3.969683028665376e+01, 2.209460984245205e+02,
36 -2.759285104469687e+02, 1.383577518672690e+02,
37 -3.066479806614716e+01, 2.506628277459239e+00
39 static const double b[5] = {
40 -5.447609879822406e+01, 1.615858368580409e+02,
41 -1.556989798598866e+02, 6.680131188771972e+01,
42 -1.328068155288572e+01
44 static const double c[6] = {
45 -7.784894002430293e-03, -3.223964580411365e-01,
46 -2.400758277161838e+00, -2.549732539343734e+00,
47 4.374664141464968e+00, 2.938163982698783e+00
49 static const double d[4] = {
50 7.784695709041462e-03, 3.224671290700398e-01,
51 2.445134137142996e+00, 3.754408661907416e+00
54 static const double p_low = 0.02425;
55 static const double p_high = 0.97575;
58 if ((p_low <= p) && (p <= p_high)) {
61 x = (((((a[0]*r + a[1])*r + a[2])*r + a[3])*r + a[4])*r + a[5])*q
62 / (((((b[0]*r + b[1])*r + b[2])*r + b[3])*r + b[4])*r + 1.0);
63 }
else if (p < p_low) {
65 x = (((((c[0]*q + c[1])*q + c[2])*q + c[3])*q + c[4])*q + c[5])
66 / ((((d[0]*q + d[1])*q + d[2])*q + d[3])*q + 1.0);
69 x = -(((((c[0]*q + c[1])*q + c[2])*q + c[3])*q + c[4])*q + c[5])
70 / ((((d[0]*q + d[1])*q + d[2])*q + d[3])*q + 1.0);
74 double e =
Phi(x) - p;
76 x -= u / (1.0 + 0.5 * x * u);
fvar< T > sqrt(const fvar< T > &x)
fvar< T > inv_Phi(const fvar< T > &p)
fvar< T > log(const fvar< T > &x)
bool check_bounded(const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
Return true if the value is between the low and high values, inclusively.
const double SQRT_2_TIMES_SQRT_PI
fvar< T > exp(const fvar< T > &x)
fvar< T > Phi(const fvar< T > &x)
double e()
Return the base of the natural logarithm.
const double INFTY
Positive infinity.
const double NEGATIVE_INFTY
Negative infinity.
fvar< T > log1m(const fvar< T > &x)