gamma function

[Jan-Ole Koslik]

Hi, 

I'm currently implementing some nonstandard distributions to be compatible with RTMB. 

I am really not sure if I'm just overlooking stuff, but it seems like there is no simple AD implementation of the gamma function, which I really need. 

I found this post by Ben, where you (Kasper) mention the rtmbXtras package that has logspace_gamma().

However, as I use the distributions within a package, I would like to avoid linking to rtmbXtras in addition to RTMB. Would it be possible to have an implementation in RTMB? Or is there one and I am just really stupid?

For now I found the kind of silly workaround

lgamma_ad <- function(x) {
  - RTMB::dgamma(1, shape = x, scale = 1, log = TRUE) - 1
}

lgamma_ad(exp(-100))
lgamma(exp(-100))

but this seems very rough to me :D

Thanks in advance :)

[Kasper Kristensen]

It's in the 'Math group', that's why its hidden:

RTMB::MakeTape(lgamma,1)

[Jan-Ole Koslik]

Hi Kasper, thanks for that. 

How can I use lgamma inside a package and make sure it's using the RTMB version?

[Kasper Kristensen]

Does it work to add this to the NAMESPACE file?:

import("RTMB") ## All RTMB functions and classes

You might not want to import everything though. There's probably a way to import only the Math group, but I'm not sure how to do that.

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[Jan-Ole Koslik]

Yes, I'm doing that at the moment but it leads to some other problems :/