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Autograd compatible approximations to the gamma family of functions

Project description

autograd-gamma

autograd compatible approximations to the derivatives of the Gamma-family of functions.

Tutorial

from autograd import grad
from autograd_gamma import gammainc, gammaincc, gamma


grad(gammainc, argnum=0)(1., 2.)
grad(gammaincc, argnum=0)(1., 2.)

Long-term goal

Build and improve upon the derivative of the upper and lower incomplete gamma functions. Eventually, if we have a fast analytical solution, we will merge into the autograd library.

Project details


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