linad99/vgamdens.cpp

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#include <fvar.hpp>

  dvariable log_gamma_density(const prevariable& _x,double r, double mu)
  {
    prevariable& x= (prevariable&)(_x);

    return r*log(mu) + (r-1)*log(x)-mu*x-gammln(r);
  }

  dvariable log_gamma_density(const dvariable& _x,const dvariable& _r,
    const  dvariable& _mu)
  {
    prevariable& x= (prevariable&)(_x);
    prevariable& r= (prevariable&)(_r);
    prevariable& mu= (prevariable&)(_mu);
    return r*log(mu) + (r-1)*log(x)-mu*x-gammln(r);
  }

  dvariable gamma_density(const prevariable& _x,double r, double mu)
  {
    prevariable& x= (prevariable&)(_x);

    return exp(r*log(mu) + (r-1)*log(x)-mu*x-gammln(r));
  }
  dvariable gamma_density(const dvariable& _x,const dvariable& _r,
    const  dvariable& _mu)
  {
    prevariable& x= (prevariable&)(_x);
    prevariable& r= (prevariable&)(_r);
    prevariable& mu= (prevariable&)(_mu);
    return exp(r*log(mu) + (r-1)*log(x)-mu*x-gammln(r));
  }