[Largely edited version] I was looking at this issue about the derivative of the incomplete gamma function w.r.t the parameter a. Looks like from this page of wolfram alpha docs that the right formula is : [image] which depends on the regularized hypergeometric function. After a certain time of …

Gamma_inc derivatives

JeffreySarnoff January 18, 2023, 2:00pm 8

good deriving – I have never used ForwardDiff
the slack channel #autodiff is your friend

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How to tell ForwardDiff what i want it to do?