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probability, sampling & optimization
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Here is a list of all files with brief descriptions:
[detail level
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src
stan
agrad
fwd
functions
abs.hpp
acos.hpp
acosh.hpp
asin.hpp
asinh.hpp
atan.hpp
atan2.hpp
atanh.hpp
bessel_first_kind.hpp
bessel_second_kind.hpp
binary_log_loss.hpp
binomial_coefficient_log.hpp
cbrt.hpp
ceil.hpp
cos.hpp
cosh.hpp
digamma.hpp
erf.hpp
erfc.hpp
exp.hpp
exp2.hpp
expm1.hpp
fabs.hpp
falling_factorial.hpp
fdim.hpp
floor.hpp
fma.hpp
fmax.hpp
fmin.hpp
fmod.hpp
gamma_p.hpp
gamma_q.hpp
hypot.hpp
inv.hpp
inv_cloglog.hpp
inv_logit.hpp
inv_sqrt.hpp
inv_square.hpp
is_inf.hpp
is_nan.hpp
lbeta.hpp
lgamma.hpp
lmgamma.hpp
log.hpp
log10.hpp
log1m.hpp
log1m_exp.hpp
log1m_inv_logit.hpp
log1p.hpp
log1p_exp.hpp
log2.hpp
log_diff_exp.hpp
log_falling_factorial.hpp
log_inv_logit.hpp
log_rising_factorial.hpp
log_sum_exp.hpp
logit.hpp
modified_bessel_first_kind.hpp
modified_bessel_second_kind.hpp
multiply_log.hpp
owens_t.hpp
Phi.hpp
pow.hpp
primitive_value.hpp
rising_factorial.hpp
round.hpp
sin.hpp
sinh.hpp
sqrt.hpp
square.hpp
tan.hpp
tanh.hpp
tgamma.hpp
trunc.hpp
value_of.hpp
matrix
columns_dot_product.hpp
columns_dot_self.hpp
crossprod.hpp
determinant.hpp
divide.hpp
dot_product.hpp
dot_self.hpp
inverse.hpp
log_determinant.hpp
log_softmax.hpp
log_sum_exp.hpp
mdivide_left.hpp
mdivide_left_ldlt.hpp
mdivide_left_tri_low.hpp
mdivide_right.hpp
mdivide_right_tri_low.hpp
multiply.hpp
multiply_lower_tri_self_transpose.hpp
qr_Q.hpp
qr_R.hpp
rows_dot_product.hpp
rows_dot_self.hpp
softmax.hpp
sort.hpp
sum.hpp
tcrossprod.hpp
to_fvar.hpp
trace_gen_quad_form.hpp
trace_quad_form.hpp
typedefs.hpp
operators
operator_addition.hpp
operator_division.hpp
operator_equal.hpp
operator_greater_than.hpp
operator_greater_than_or_equal.hpp
operator_less_than.hpp
operator_less_than_or_equal.hpp
operator_multiplication.hpp
operator_not_equal.hpp
operator_subtraction.hpp
operator_unary_minus.hpp
prob
univariate
continuous
normal.hpp
functions.hpp
fvar.hpp
matrix.hpp
numeric_limits.hpp
operators.hpp
rev
error_handling
matrix
check_pos_definite.hpp
matrix.hpp
functions
abs.hpp
acos.hpp
acosh.hpp
as_bool.hpp
asin.hpp
asinh.hpp
atan.hpp
atan2.hpp
atanh.hpp
bessel_first_kind.hpp
bessel_second_kind.hpp
binary_log_loss.hpp
cbrt.hpp
ceil.hpp
cos.hpp
cosh.hpp
digamma.hpp
erf.hpp
erfc.hpp
exp.hpp
exp2.hpp
expm1.hpp
fabs.hpp
falling_factorial.hpp
fdim.hpp
floor.hpp
fma.hpp
fmax.hpp
fmin.hpp
fmod.hpp
gamma_p.hpp
gamma_q.hpp
hypot.hpp
ibeta.hpp
if_else.hpp
inv.hpp
inv_cloglog.hpp
inv_logit.hpp
inv_sqrt.hpp
inv_square.hpp
is_inf.hpp
is_nan.hpp
is_uninitialized.hpp
lgamma.hpp
lmgamma.hpp
log.hpp
log10.hpp
log1m.hpp
log1m_exp.hpp
log1p.hpp
log1p_exp.hpp
log2.hpp
log_diff_exp.hpp
log_falling_factorial.hpp
log_rising_factorial.hpp
log_sum_exp.hpp
modified_bessel_first_kind.hpp
modified_bessel_second_kind.hpp
multiply_log.hpp
owens_t.hpp
Phi.hpp
Phi_approx.hpp
pow.hpp
primitive_value.hpp
rising_factorial.hpp
round.hpp
sin.hpp
sinh.hpp
sqrt.hpp
square.hpp
step.hpp
tan.hpp
tanh.hpp
tgamma.hpp
trunc.hpp
value_of.hpp
internal
ddv_vari.hpp
dv_vari.hpp
dvd_vari.hpp
dvv_vari.hpp
matrix_vari.hpp
precomp_v_vari.hpp
precomputed_gradients.hpp
v_vari.hpp
vd_vari.hpp
vdd_vari.hpp
vdv_vari.hpp
vector_vari.hpp
vv_vari.hpp
vvd_vari.hpp
vvv_vari.hpp
matrix
crossprod.hpp
determinant.hpp
divide.hpp
dot_product.hpp
dot_self.hpp
Eigen_NumTraits.hpp
grad.hpp
initialize_variable.hpp
LDLT_alloc.hpp
LDLT_factor.hpp
log_determinant.hpp
log_determinant_ldlt.hpp
log_determinant_spd.hpp
log_softmax.hpp
log_sum_exp.hpp
mdivide_left.hpp
mdivide_left_ldlt.hpp
mdivide_left_spd.hpp
mdivide_left_tri.hpp
multiply.hpp
multiply_lower_tri_self_transpose.hpp
quad_form.hpp
sd.hpp
softmax.hpp
sort.hpp
squared_distance.hpp
stan_print.hpp
stored_gradient_vari.hpp
sum.hpp
tcrossprod.hpp
to_var.hpp
trace_gen_inv_quad_form_ldlt.hpp
trace_gen_quad_form.hpp
trace_inv_quad_form_ldlt.hpp
trace_quad_form.hpp
typedefs.hpp
value_of.hpp
variance.hpp
ode
coupled_ode_system.hpp
operators
operator_addition.hpp
operator_divide_equal.hpp
operator_division.hpp
operator_equal.hpp
operator_greater_than.hpp
operator_greater_than_or_equal.hpp
operator_less_than.hpp
operator_less_than_or_equal.hpp
operator_minus_equal.hpp
operator_multiplication.hpp
operator_multiply_equal.hpp
operator_not_equal.hpp
operator_plus_equal.hpp
operator_subtraction.hpp
operator_unary_decrement.hpp
operator_unary_increment.hpp
operator_unary_negative.hpp
operator_unary_not.hpp
operator_unary_plus.hpp
boost_fpclassify.hpp
calculate_chain.hpp
chainable.hpp
error_handling.hpp
functions.hpp
internal.hpp
matrix.hpp
numeric_limits.hpp
ode.hpp
operators.hpp
print_stack.hpp
var.hpp
var_stack.cpp
var_stack.hpp
vari.hpp
autodiff.hpp
fwd.hpp
partials_vari.hpp
rev.hpp
command
print.hpp
stanc_helper.hpp
common
recorder
csv.hpp
filtered_values.hpp
messages.hpp
no_op.hpp
sum_values.hpp
values.hpp
command.hpp
context_factory.hpp
do_bfgs_optimize.hpp
do_print.hpp
init_adapt.hpp
init_nuts.hpp
init_static_hmc.hpp
init_windowed_adapt.hpp
initialize_state.hpp
print_progress.hpp
recorder.hpp
run_markov_chain.hpp
sample.hpp
warmup.hpp
write_error_msg.hpp
write_iteration.hpp
write_iteration_csv.hpp
write_model.hpp
write_stan.hpp
gm
arguments
arg_adapt.hpp
arg_adapt_delta.hpp
arg_adapt_engaged.hpp
arg_adapt_gamma.hpp
arg_adapt_init_buffer.hpp
arg_adapt_kappa.hpp
arg_adapt_t0.hpp
arg_adapt_term_buffer.hpp
arg_adapt_window.hpp
arg_bfgs.hpp
arg_data.hpp
arg_data_file.hpp
arg_dense_e.hpp
arg_diag_e.hpp
arg_diagnose.hpp
arg_diagnostic_file.hpp
arg_engine.hpp
arg_fail.hpp
arg_fixed_param.hpp
arg_history_size.hpp
arg_hmc.hpp
arg_id.hpp
arg_init.hpp
arg_init_alpha.hpp
arg_int_time.hpp
arg_iter.hpp
arg_lbfgs.hpp
arg_max_depth.hpp
arg_method.hpp
arg_metric.hpp
arg_newton.hpp
arg_num_samples.hpp
arg_num_warmup.hpp
arg_nuts.hpp
arg_optimize.hpp
arg_optimize_algo.hpp
arg_output.hpp
arg_output_file.hpp
arg_random.hpp
arg_refresh.hpp
arg_rwm.hpp
arg_sample.hpp
arg_sample_algo.hpp
arg_save_iterations.hpp
arg_save_warmup.hpp
arg_seed.hpp
arg_static.hpp
arg_stepsize.hpp
arg_stepsize_jitter.hpp
arg_test.hpp
arg_test_grad_eps.hpp
arg_test_grad_err.hpp
arg_test_gradient.hpp
arg_thin.hpp
arg_tolerance.hpp
arg_unit_e.hpp
argument.hpp
argument_parser.hpp
argument_probe.hpp
categorical_argument.hpp
list_argument.hpp
singleton_argument.hpp
unvalued_argument.hpp
valued_argument.hpp
grammars
bare_type_grammar.hpp
bare_type_grammar_def.hpp
bare_type_grammar_inst.cpp
common_adaptors_def.hpp
expression07_grammar.hpp
expression07_grammar_def.hpp
expression07_grammar_inst.cpp
expression_grammar.hpp
expression_grammar_def.hpp
expression_grammar_inst.cpp
functions_grammar.hpp
functions_grammar_def.hpp
functions_grammar_inst.cpp
iterator_typedefs.hpp
program_grammar.hpp
program_grammar_def.hpp
program_grammar_inst.cpp
statement_2_grammar.hpp
statement_2_grammar_def.hpp
statement_2_grammar_inst.cpp
statement_grammar.hpp
statement_grammar_def.hpp
statement_grammar_inst.cpp
term_grammar.hpp
term_grammar_def.hpp
term_grammar_inst.cpp
var_decls_grammar.hpp
var_decls_grammar_def.hpp
var_decls_grammar_inst.cpp
whitespace_grammar.hpp
whitespace_grammar_def.hpp
whitespace_grammar_inst.cpp
ast.hpp
ast_def.cpp
compiler.hpp
error_codes.hpp
generator.hpp
parser.hpp
io
json
json_data.hpp
json_data_handler.hpp
json_error.hpp
json_handler.hpp
json_parser.hpp
cmd_line.hpp
csv_writer.hpp
dump.hpp
json.hpp
mcmc_writer.hpp
reader.hpp
stan_csv_reader.hpp
util.hpp
var_context.hpp
writer.hpp
math
error_handling
matrix
check_cholesky_factor.hpp
check_cholesky_factor_corr.hpp
check_column_index.hpp
check_corr_matrix.hpp
check_cov_matrix.hpp
check_ldlt_factor.hpp
check_lower_triangular.hpp
check_matching_dims.hpp
check_matching_sizes.hpp
check_multiplicable.hpp
check_nonzero_size.hpp
check_ordered.hpp
check_pos_definite.hpp
check_pos_semidefinite.hpp
check_positive_ordered.hpp
check_range.hpp
check_row_index.hpp
check_simplex.hpp
check_size_match.hpp
check_spsd_matrix.hpp
check_square.hpp
check_std_vector_index.hpp
check_symmetric.hpp
check_unit_vector.hpp
check_vector.hpp
constraint_tolerance.hpp
validate_non_negative_index.hpp
check_bounded.hpp
check_consistent_size.hpp
check_consistent_sizes.hpp
check_equal.hpp
check_finite.hpp
check_greater.hpp
check_greater_or_equal.hpp
check_less.hpp
check_less_or_equal.hpp
check_nonnegative.hpp
check_not_nan.hpp
check_positive.hpp
check_positive_finite.hpp
dom_err.hpp
dom_err_vec.hpp
functions
abs.hpp
as_bool.hpp
bessel_first_kind.hpp
bessel_second_kind.hpp
binary_log_loss.hpp
binomial_coefficient_log.hpp
digamma.hpp
dist.hpp
divide.hpp
dot.hpp
dot_self.hpp
exp2.hpp
falling_factorial.hpp
fdim.hpp
gamma_p.hpp
gamma_q.hpp
ibeta.hpp
if_else.hpp
int_step.hpp
inv.hpp
inv_cloglog.hpp
inv_logit.hpp
inv_sqrt.hpp
inv_square.hpp
inverse_softmax.hpp
is_inf.hpp
is_nan.hpp
is_uninitialized.hpp
lbeta.hpp
lgamma.hpp
lmgamma.hpp
log1m.hpp
log1m_exp.hpp
log1m_inv_logit.hpp
log1p.hpp
log1p_exp.hpp
log2.hpp
log_diff_exp.hpp
log_falling_factorial.hpp
log_inv_logit.hpp
log_rising_factorial.hpp
log_sum_exp.hpp
logical_and.hpp
logical_eq.hpp
logical_gt.hpp
logical_gte.hpp
logical_lt.hpp
logical_lte.hpp
logical_negation.hpp
logical_neq.hpp
logical_or.hpp
logit.hpp
max.hpp
min.hpp
modified_bessel_first_kind.hpp
modified_bessel_second_kind.hpp
modulus.hpp
multiply_log.hpp
owens_t.hpp
Phi.hpp
Phi_approx.hpp
primitive_value.hpp
promote_scalar.hpp
promote_scalar_type.hpp
rising_factorial.hpp
scaled_add.hpp
sign.hpp
square.hpp
step.hpp
sub.hpp
sum.hpp
trigamma.hpp
value_of.hpp
matrix
meta
index_type.hpp
value_type.hpp
accumulator.hpp
add.hpp
append_col.hpp
append_row.hpp
array_builder.hpp
assign.hpp
block.hpp
cholesky_decompose.hpp
col.hpp
cols.hpp
columns_dot_product.hpp
columns_dot_self.hpp
common_type.hpp
containers_conversion.hpp
crossprod.hpp
cumulative_sum.hpp
determinant.hpp
diag_matrix.hpp
diag_post_multiply.hpp
diag_pre_multiply.hpp
diagonal.hpp
dims.hpp
distance.hpp
divide.hpp
dot_product.hpp
dot_self.hpp
Eigen.hpp
eigenvalues_sym.hpp
eigenvectors_sym.hpp
elt_divide.hpp
elt_multiply.hpp
exp.hpp
fill.hpp
get_base1.hpp
get_base1_lhs.hpp
get_lp.hpp
head.hpp
initialize.hpp
inverse.hpp
inverse_spd.hpp
LDLT_factor.hpp
log.hpp
log_determinant.hpp
log_determinant_ldlt.hpp
log_determinant_spd.hpp
log_softmax.hpp
log_sum_exp.hpp
max.hpp
mdivide_left.hpp
mdivide_left_ldlt.hpp
mdivide_left_spd.hpp
mdivide_left_tri.hpp
mdivide_left_tri_low.hpp
mdivide_right.hpp
mdivide_right_ldlt.hpp
mdivide_right_spd.hpp
mdivide_right_tri.hpp
mdivide_right_tri_low.hpp
mean.hpp
meta.hpp
min.hpp
minus.hpp
multiply.hpp
multiply_lower_tri_self_transpose.hpp
num_elements.hpp
prod.hpp
promote_common.hpp
promote_scalar.hpp
promote_scalar_type.hpp
promoter.hpp
qr_Q.hpp
qr_R.hpp
quad_form.hpp
quad_form_diag.hpp
rank.hpp
resize.hpp
row.hpp
rows.hpp
rows_dot_product.hpp
rows_dot_self.hpp
sd.hpp
segment.hpp
singular_values.hpp
size.hpp
softmax.hpp
sort.hpp
sort_indices.hpp
squared_distance.hpp
stan_print.hpp
sub_col.hpp
sub_row.hpp
subtract.hpp
sum.hpp
tail.hpp
tcrossprod.hpp
trace.hpp
trace_gen_inv_quad_form_ldlt.hpp
trace_gen_quad_form.hpp
trace_inv_quad_form_ldlt.hpp
trace_quad_form.hpp
transpose.hpp
typedefs.hpp
variance.hpp
meta
index_type.hpp
value_type.hpp
ode
coupled_ode_observer.hpp
coupled_ode_system.hpp
integrate_ode.hpp
constants.hpp
error_handling.hpp
functions.hpp
matrix.hpp
matrix_error_handling.hpp
meta.hpp
ode.hpp
rep_array.hpp
rep_matrix.hpp
rep_row_vector.hpp
rep_vector.hpp
seq_view.hpp
mcmc
hmc
hamiltonians
base_hamiltonian.hpp
dense_e_metric.hpp
dense_e_point.hpp
diag_e_metric.hpp
diag_e_point.hpp
ps_point.hpp
unit_e_metric.hpp
unit_e_point.hpp
integrators
base_integrator.hpp
base_leapfrog.hpp
expl_leapfrog.hpp
nuts
adapt_dense_e_nuts.hpp
adapt_diag_e_nuts.hpp
adapt_unit_e_nuts.hpp
base_nuts.hpp
dense_e_nuts.hpp
diag_e_nuts.hpp
unit_e_nuts.hpp
static
adapt_dense_e_static_hmc.hpp
adapt_diag_e_static_hmc.hpp
adapt_unit_e_static_hmc.hpp
base_static_hmc.hpp
dense_e_static_hmc.hpp
diag_e_static_hmc.hpp
unit_e_static_hmc.hpp
base_hmc.hpp
base_adaptation.hpp
base_adapter.hpp
base_mcmc.hpp
chains.hpp
covar_adaptation.hpp
fixed_param_sampler.hpp
sample.hpp
stepsize_adaptation.hpp
stepsize_adapter.hpp
stepsize_covar_adapter.hpp
stepsize_var_adapter.hpp
var_adaptation.hpp
windowed_adaptation.hpp
memory
stack_alloc.hpp
meta
likely.hpp
traits.hpp
model
model_header.hpp
prob_grad.hpp
util.hpp
optimization
bfgs.hpp
bfgs_linesearch.hpp
bfgs_update.hpp
lbfgs_update.hpp
newton.hpp
prob
distributions
multivariate
continuous
dirichlet.hpp
gaussian_dlm_obs.hpp
inv_wishart.hpp
lkj_corr.hpp
lkj_cov.hpp
matrix_normal.hpp
multi_gp.hpp
multi_gp_cholesky.hpp
multi_normal.hpp
multi_normal_cholesky.hpp
multi_normal_prec.hpp
multi_student_t.hpp
wishart.hpp
discrete
categorical.hpp
categorical_logit.hpp
multinomial.hpp
continuous.hpp
discrete.hpp
univariate
continuous
beta.hpp
cauchy.hpp
chi_square.hpp
double_exponential.hpp
exp_mod_normal.hpp
exponential.hpp
frechet.hpp
gamma.hpp
gumbel.hpp
inv_chi_square.hpp
inv_gamma.hpp
logistic.hpp
lognormal.hpp
normal.hpp
pareto.hpp
pareto_type_2.hpp
rayleigh.hpp
scaled_inv_chi_square.hpp
skew_normal.hpp
student_t.hpp
uniform.hpp
von_mises.hpp
weibull.hpp
discrete
bernoulli.hpp
beta_binomial.hpp
binomial.hpp
hypergeometric.hpp
neg_binomial.hpp
neg_binomial_2.hpp
ordered_logistic.hpp
poisson.hpp
continuous.hpp
discrete.hpp
multivariate.hpp
univariate.hpp
autocorrelation.hpp
autocovariance.hpp
constants.hpp
distributions.hpp
internal_math.hpp
traits.hpp
transform.hpp
welford_covar_estimator.hpp
welford_var_estimator.hpp
agrad.hpp
common.hpp
gm.hpp
io.hpp
math.hpp
mcmc.hpp
memory.hpp
meta.hpp
model.hpp
prob.hpp
version.hpp
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