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Bugfix/issue 376 phi tails #430
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…hange in derivative code
…underflow to manual. completes fix of #376
Test FAILed. |
Jenkins, retest this please. |
Test PASSed. |
ReviewLooks good to merge. All tests pass. Thanks for adding tests at the boundaries. |
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Summary
Fix #376 by expanding domain of
stan::math::Phi
as far as is possible (on the non-log scale) using double precision floating point.Intended Effect
No change on derivative behavior.
Example
Phi(-35) no longer underflows. See the unit tests for a complete test of the defined range and the agrad tests for tests of the derivative range.
Side Effects
None.
Documentation
Added doc for underflow behavior of
Phi
and its derivatives to the manual.Reviewer Suggestions
Anyone.
Does anyone know if there's a better way to test extreme values than
EXPECT_FLOAT_EQ(1, expected / found)
?