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Add Exponential Distribution quantile function #2649
Conversation
Note that the rest of the quantile functions to be added will follow the same naming (Let me know if there's anyone I should tag to make sure this gets seen) |
…4.1 (tags/RELEASE_600/final)
…4.1 (tags/RELEASE_600/final)
Jenkins Console Log Machine informationProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010CPU: G++: Clang: |
The suffix should match whatever we did for the normal inverse cdf. But all I can find is |
Closing for now to clear PR backlog, will re-open once ready for review |
Summary
This PR introduces the quantile function of the exponential distribution.
I've used the
_qf
suffix, as suggested by @spinkney over in #2513Tests
prim
andmix
tests have been addedSide Effects
Additional
prob
folders have been created in thefwd
andrev
folders so that the gradients for vector returns can be specified.Release notes
Added quantile function for the exponential distribution
Checklist
Math issue Add distribution quantile functions (inverse CDFs) #2517
Copyright holder: Andrew Johnson
The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
./runTests.py test/unit
)make test-headers
)make test-math-dependencies
)make doxygen
)make cpplint
)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested