Automatic Differentiation
 
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double_exponential_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_DOUBLE_EXPONENTIAL_RNG_HPP
2#define STAN_MATH_PRIM_PROB_DOUBLE_EXPONENTIAL_RNG_HPP
3
9#include <boost/random/uniform_real_distribution.hpp>
10#include <boost/random/variate_generator.hpp>
11#include <cmath>
12
13namespace stan {
14namespace math {
15
34template <typename T_loc, typename T_scale, class RNG>
36double_exponential_rng(const T_loc& mu, const T_scale& sigma, RNG& rng) {
37 using boost::variate_generator;
38 using boost::random::uniform_real_distribution;
39 using T_mu_ref = ref_type_t<T_loc>;
40 using T_sigma_ref = ref_type_t<T_scale>;
41 static constexpr const char* function = "double_exponential_rng";
42 check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
43 sigma);
44 T_mu_ref mu_ref = mu;
45 T_sigma_ref sigma_ref = sigma;
46 check_finite(function, "Location parameter", mu_ref);
47 check_positive_finite(function, "Scale parameter", sigma_ref);
48
49 scalar_seq_view<T_mu_ref> mu_vec(mu_ref);
50 scalar_seq_view<T_sigma_ref> sigma_vec(sigma_ref);
51 size_t N = max_size(mu, sigma);
53
54 variate_generator<RNG&, uniform_real_distribution<> > z_rng(
55 rng, uniform_real_distribution<>(-1.0, 1.0));
56 for (size_t n = 0; n < N; ++n) {
57 double z = z_rng();
58 output[n] = mu_vec[n]
59 - ((z > 0) ? 1.0 : -1.0) * sigma_vec[n] * std::log(std::abs(z));
60 }
61
62 return output.data();
63}
64
65} // namespace math
66} // namespace stan
67#endif
typename helper::type type
VectorBuilder allocates type T1 values to be used as intermediate values.
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
VectorBuilder< true, double, T_loc, T_scale >::type double_exponential_rng(const T_loc &mu, const T_scale &sigma, RNG &rng)
Return a double exponential random variate with the given location and scale using the specified rand...
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
void check_finite(const char *function, const char *name, const T_y &y)
Return true if all values in y are finite.
int64_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:20
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
typename ref_type_if< true, T >::type ref_type_t
Definition ref_type.hpp:55
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...