Re: Polygamma

[Bob Carpenter]

Avi --- I just gave you post permission on stan-dev. I thought we'd
done that already. sorry.

As to the post content, we have trigamma plumbed all the way through
to the Stan language, so you can use it in models. For which we have
to compute tetragamma and pentagamma (I didn't even know these had names)
for first and second-order derivatives of the trigamma.

Here's a nice reference for when they put tetragamma into MATLAB in 2002:

http://www.mathworks.com/company/newsletters/articles/the-tetragamma-function-and-numerical-craftsmanship.html

- Bob


> On Mar 13, 2015, at 3:16 AM, Avraham Adler <avraha...@gmail.com> wrote:
>
> Re: this post on dtan-devel <https://groups.google.com/d/msg/stan-dev/elDEK5P755U/DUWiBvtKEbkJ>
>
> There is this: <https://github.com/BoostGSoC13/boost.math/blob/master/boost/math/special_functions/polygamma.hpp>
>
> Otherwise, you can build the polygamma based on <http://dlmf.nist.gov/5.15>. I've built trigamma in VBA and I'm not even a programmer.
>
> Or, have I missed something so fundamental that I'm not even wrong? :)
>
> Avi