Struct Var 

pub struct Var<'a> { /* private fields */ }

A value recorded on an AAD Tape. Copyable and cheap; all arithmetic allocates one tape node.

Implementations

impl<'a> Var<'a>

pub fn value(self) -> f64

pub fn grad(self) -> Gradients

Backward sweep: the gradient of self with respect to every variable on the tape (query via Gradients::wrt).

pub fn exp(self) -> Var<'a>

pub fn ln(self) -> Var<'a>

pub fn sqrt(self) -> Var<'a>

pub fn powf(self, n: f64) -> Var<'a>

pub fn sin(self) -> Var<'a>

pub fn cos(self) -> Var<'a>

pub fn norm_cdf(self) -> Var<'a>

Standard normal CDF (derivative: the density).

pub fn max(self, other: Var<'a>) -> Var<'a>

max(self, other) with the one-sided subgradient at ties.

pub fn min(self, other: Var<'a>) -> Var<'a>

min(self, other) with the one-sided subgradient at ties.

pub fn maxf(self, c: f64) -> Var<'a>

max(self, constant) — the positive-part operator for payoffs (x.maxf(0.0)), differentiable almost everywhere.

Trait Implementations

impl<'a> Add for Var<'a>

type Output = Var<'a>

The resulting type after applying the + operator.

fn add(self, rhs: Var<'a>) -> Var<'a>

Performs the + operation.

impl<'a> Add<Var<'a>> for f64

type Output = Var<'a>

The resulting type after applying the + operator.

fn add(self, rhs: Var<'a>) -> Var<'a>

Performs the + operation.

impl<'a> Add<f64> for Var<'a>

type Output = Var<'a>

The resulting type after applying the + operator.

fn add(self, rhs: f64) -> Var<'a>

Performs the + operation.

impl<'a> Clone for Var<'a>

fn clone(&self) -> Var<'a>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'a> Copy for Var<'a>

impl<'a> Debug for Var<'a>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'a> Div for Var<'a>

type Output = Var<'a>

The resulting type after applying the / operator.

fn div(self, rhs: Var<'a>) -> Var<'a>

Performs the / operation.

impl<'a> Div<Var<'a>> for f64

type Output = Var<'a>

The resulting type after applying the / operator.

fn div(self, rhs: Var<'a>) -> Var<'a>

Performs the / operation.

impl<'a> Div<f64> for Var<'a>

type Output = Var<'a>

The resulting type after applying the / operator.

fn div(self, rhs: f64) -> Var<'a>

Performs the / operation.

impl<'a> Mul for Var<'a>

type Output = Var<'a>

The resulting type after applying the * operator.

fn mul(self, rhs: Var<'a>) -> Var<'a>

Performs the * operation.

impl<'a> Mul<Var<'a>> for f64

type Output = Var<'a>

The resulting type after applying the * operator.

fn mul(self, rhs: Var<'a>) -> Var<'a>

Performs the * operation.

impl<'a> Mul<f64> for Var<'a>

type Output = Var<'a>

The resulting type after applying the * operator.

fn mul(self, rhs: f64) -> Var<'a>

Performs the * operation.

impl<'a> Neg for Var<'a>

type Output = Var<'a>

The resulting type after applying the - operator.

fn neg(self) -> Var<'a>

Performs the unary - operation.

impl<'a> Sub for Var<'a>

type Output = Var<'a>

The resulting type after applying the - operator.

fn sub(self, rhs: Var<'a>) -> Var<'a>

Performs the - operation.

impl<'a> Sub<Var<'a>> for f64

type Output = Var<'a>

The resulting type after applying the - operator.

fn sub(self, rhs: Var<'a>) -> Var<'a>

Performs the - operation.

impl<'a> Sub<f64> for Var<'a>

type Output = Var<'a>

The resulting type after applying the - operator.

fn sub(self, rhs: f64) -> Var<'a>

Performs the - operation.