Automatic Differentiation
 
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exp_mod_normal_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_EXP_MOD_NORMAL_RNG_HPP
2#define STAN_MATH_PRIM_PROB_EXP_MOD_NORMAL_RNG_HPP
3
10#include <boost/random/normal_distribution.hpp>
11#include <boost/random/variate_generator.hpp>
12
13namespace stan {
14namespace math {
15
38template <typename T_loc, typename T_scale, typename T_inv_scale, class RNG>
40exp_mod_normal_rng(const T_loc& mu, const T_scale& sigma,
41 const T_inv_scale& lambda, RNG& rng) {
42 static constexpr const char* function = "exp_mod_normal_rng";
43 using T_mu_ref = ref_type_t<T_loc>;
44 using T_sigma_ref = ref_type_t<T_scale>;
45 using T_lambda_ref = ref_type_t<T_inv_scale>;
46 check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
47 sigma, "Inv_scale Parameter", lambda);
48
49 T_mu_ref mu_ref = mu;
50 T_sigma_ref sigma_ref = sigma;
51 T_lambda_ref lambda_ref = lambda;
52 check_finite(function, "Location parameter", mu_ref);
53 check_positive_finite(function, "Scale parameter", sigma_ref);
54 check_positive_finite(function, "Inv_scale parameter", lambda_ref);
55
56 scalar_seq_view<T_mu_ref> mu_vec(mu_ref);
57 scalar_seq_view<T_sigma_ref> sigma_vec(sigma_ref);
58 scalar_seq_view<T_lambda_ref> lambda_vec(lambda_ref);
59 size_t N = max_size(mu, sigma, lambda);
61
62 for (size_t n = 0; n < N; ++n) {
63 output[n] = normal_rng(mu_vec[n], sigma_vec[n], rng)
64 + exponential_rng(lambda_vec[n], rng);
65 }
66
67 return output.data();
68}
69
70} // namespace math
71} // namespace stan
72#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 normal_rng(const T_loc &mu, const T_scale &sigma, RNG &rng)
Return a Normal random variate for the given location and scale using the specified random number gen...
VectorBuilder< true, double, T_inv >::type exponential_rng(const T_inv &beta, RNG &rng)
Return a exponential random variate with inverse scale beta using the specified random number generat...
VectorBuilder< true, double, T_loc, T_scale, T_inv_scale >::type exp_mod_normal_rng(const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda, RNG &rng)
Return an exponentially modified normal random variate for the given location, scale,...
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 ...