[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 …

inc_gamma_deriv(a,z) = -im*log(z+0im)*exp(-z)*((-z+0im)^(a-1))

@JeffreySarnoff I am not sure what this function is the derivative of w.r.t. which variable. Could you ellaborate? I am looking for the derivative of gamma_inc w.r.t. a.

oh that was with respect to both a and z the derivative with respect to z is easy the derivative with respect to a not so much do you have a domain (constraints on a, constraints on z)?

@JeffreySarnoff I nailled it and found the right function for the derivative w.r.t. a, see the updated top post. The question now is how should i tell ForwardDiff to use it, maybe you could help ? Edit: My constraints are that a and x are positives, but since the implementation is generic, passing …

Gamma_inc derivatives

New to Julia

JeffreySarnoff January 18, 2023, 2:00pm 8

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

1 Like

How to tell ForwardDiff what i want it to do?

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Gamma_inc derivatives

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