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vtdev.cpp
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1 
9 #include <fvar.hpp>
10 
16 {
17  prevariable& x= (prevariable&)(_x);
18  prevariable& a= (prevariable&)(_a);
19 
20  dvariable y=cumd_norm(x);
21 
22  y=.9999*y+.00005;
23 
24  dvariable z=inv_cumd_t(a,y);
25 
26  return z;
27 }
dvariable t_deviate(const prevariable &_x, const prevariable &_a)
Description not yet available.
Definition: vtdev.cpp:15
Base class for dvariable.
Definition: fvar.hpp:1315
double inv_cumd_t(double n, double u, double eps)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
Definition: cinvcumdt.cpp:11
#define x
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
double cumd_norm(const double &x)
Culative normal distribution; constant objects.
Definition: cumdist.cpp:90
Fundamental data type for reverse mode automatic differentiation.
Definition: fvar.hpp:1518