adcomp/dox_2gamma_8cpp_source.html

 #include <TMB.hpp>
 template<class Type>
 Type objective_function<Type>::operator() ()
 {
   DATA_VECTOR(Y);
   PARAMETER(shape);
   PARAMETER(scale);

   Type nll=-dgamma(Y,shape,scale,true).sum();
   vector<Type> residuals = qnorm( pgamma(Y,shape,scale) );
   REPORT(residuals);
   return nll;
 }

qnorm
Type qnorm(Type p, Type mean=0., Type sd=1.)
Quantile function of the normal distribution (following R argument convention).
Definition: distributions_R.hpp:24

DATA_VECTOR
#define DATA_VECTOR(name)
Get data vector from R and declare it as vector<Type>
Definition: tmb_core.hpp:236

TMB.hpp
Includes and sets all stuff needed to compile the user defined objective function.

REPORT
#define REPORT(name)
Report scalar, vector or array back to R without derivative information.
Definition: tmb_core.hpp:313

dgamma
Type dgamma(Type y, Type shape, Type scale, int give_log=0)
Density of X where X~gamma distributed.
Definition: lgamma.hpp:134

PARAMETER
#define PARAMETER(name)
Get parameter scalar from R and declare it as Type.
Definition: tmb_core.hpp:227

tmbutils::vector
Vector class used by TMB.
Definition: tmbutils.hpp:18

pgamma
Type pgamma(Type q, Type shape, Type scale=1.)
Distribution function of the gamma distribution (following R argument convention).
Definition: distributions_R.hpp:36