exp_mod_normal_rng.hpp

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#ifndef STAN_MATH_PRIM_PROB_EXP_MOD_NORMAL_RNG_HPP
#define STAN_MATH_PRIM_PROB_EXP_MOD_NORMAL_RNG_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/prob/exponential_rng.hpp>
#include <stan/math/prim/fun/max_size.hpp>
#include <stan/math/prim/fun/scalar_seq_view.hpp>
#include <stan/math/prim/prob/normal_rng.hpp>
#include <boost/random/normal_distribution.hpp>
#include <boost/random/variate_generator.hpp>
 
namespace stan {
namespace math {
 
template <typename T_loc, typename T_scale, typename T_inv_scale, class RNG>
inline typename 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) {
  static constexpr const char* function = "exp_mod_normal_rng";
  using T_mu_ref = ref_type_t<T_loc>;
  using T_sigma_ref = ref_type_t<T_scale>;
  using T_lambda_ref = ref_type_t<T_inv_scale>;
  check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
                         sigma, "Inv_scale Parameter", lambda);
 
  T_mu_ref mu_ref = mu;
  T_sigma_ref sigma_ref = sigma;
  T_lambda_ref lambda_ref = lambda;
  check_finite(function, "Location parameter", mu_ref);
  check_positive_finite(function, "Scale parameter", sigma_ref);
  check_positive_finite(function, "Inv_scale parameter", lambda_ref);
 
  scalar_seq_view<T_mu_ref> mu_vec(mu_ref);
  scalar_seq_view<T_sigma_ref> sigma_vec(sigma_ref);
  scalar_seq_view<T_lambda_ref> lambda_vec(lambda_ref);
  size_t N = max_size(mu, sigma, lambda);
  VectorBuilder<true, double, T_loc, T_scale, T_inv_scale> output(N);
 
  for (size_t n = 0; n < N; ++n) {
    output[n] = normal_rng(mu_vec[n], sigma_vec[n], rng)
                + exponential_rng(lambda_vec[n], rng);
  }
 
  return output.data();
}
 
}  // namespace math
}  // namespace stan
#endif