<p>In <a href="https://github.com/mlpack/mlpack/pull/729#discussion_r71542157">src/mlpack/core/dists/gamma_distribution.cpp</a>:</p>
<pre style='color:#555'>> @@ -0,0 +1,76 @@
> +/**
> + * @file gamma_distribution.cpp
> + * @author Yannis Mentekidis
> + *
> + * Implementation of the methods of GammaDistribution.
> + */
> +#include "gamma_distribution.hpp"
> +
> +#include <boost/math/special_functions/digamma.hpp>
> +#include <boost/math/special_functions/trigamma.hpp>
</pre>
<p>Yep, my mistake, it was added on Boost 1.58. I misunderstood the article I linked before, when scanning it I thought there was a relationship so you could compute trigamma(x) = f(digamma(x)) but instead it is trigamma(x) = f(trigamma(x-1)).</p>
<p>I think the best option is to backport the source code from boost... I'll start examining how to do that, hopefully it will be as straightforward as copying a file...</p>
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