ordered_probit_rng.hpp

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#ifndef STAN_MATH_PRIM_PROB_ORDERED_PROBIT_RNG_HPP
#define STAN_MATH_PRIM_PROB_ORDERED_PROBIT_RNG_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Phi.hpp>
#include <stan/math/prim/prob/categorical_rng.hpp>
 
namespace stan {
namespace math {
 
template <class RNG>
inline int ordered_probit_rng(double eta, const Eigen::VectorXd& c, RNG& rng) {
  static constexpr const char* function = "ordered_probit";
  check_finite(function, "Location parameter", eta);
  check_greater(function, "Size of cut points parameter", c.size(), 0);
  check_ordered(function, "Cut points vector", c);
  check_finite(function, "Cut-points", c);
 
  Eigen::VectorXd cut(c.rows() + 1);
  cut(0) = 1 - Phi(eta - c(0));
  for (int j = 1; j < c.rows(); j++) {
    cut(j) = Phi(eta - c(j - 1)) - Phi(eta - c(j));
  }
  cut(c.rows()) = Phi(eta - c(c.rows() - 1));
 
  return categorical_rng(cut, rng);
}
 
}  // namespace math
}  // namespace stan
#endif