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change prob_deriv *= prob
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Franzi2114 committed Oct 10, 2024
1 parent 6c8688f commit 97ab7a9
Showing 1 changed file with 3 additions and 3 deletions.
6 changes: 3 additions & 3 deletions stan/math/prim/prob/wiener4_lcdf.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -338,7 +338,7 @@ inline auto wiener4_cdf_grad_a(const T_y& y, const T_a& a, const T_v& vn,
const auto pia2 = 2 * pi() / square(a);
auto prob_deriv
= ((fabs(v) == 0) ? 0 : is_inf(dav * v) ? NEGATIVE_INFTY : dav * v);
prob_deriv *= prob;
prob_deriv = prob_deriv * prob;
ans = (-2 / a - v * w) * (cdf - prob) + ans * pia2 * evaw;
return prob_deriv + ans;
}
Expand Down Expand Up @@ -450,7 +450,7 @@ inline auto wiener4_cdf_grad_v(const T_y& y, const T_a& a, const T_v& vn,
const auto dav = log_probability_GradAV(a, v, w);
const auto pia2 = 2 * pi() / square(a);
auto prob_deriv = is_inf(dav * a) ? NEGATIVE_INFTY : dav * a;
prob_deriv *= prob;
prob_deriv = prob_deriv * prob;
ans = (-w * a - v * y) * (cdf - prob) + ans * (-2 * v) * pia2 * evaw;
return -1 * (prob_deriv + ans);
}
Expand Down Expand Up @@ -585,7 +585,7 @@ inline auto wiener4_cdf_grad_w(const T_y& y, const T_a& a, const T_v& vn,

const auto pia2 = 2 * pi() / square(a);
auto prob_deriv = dav;
prob_deriv *= prob;
prob_deriv = prob_deriv * prob;
ans = -v * a * (cdf - prob) + ans * pia2 * evaw;
return -1 * (prob_deriv + ans);
}
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