Automatic Differentiation
 
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exponential_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_EXPONENTIAL_RNG_HPP
2#define STAN_MATH_PRIM_PROB_EXPONENTIAL_RNG_HPP
3
8#include <boost/random/exponential_distribution.hpp>
9#include <boost/random/variate_generator.hpp>
10
11namespace stan {
12namespace math {
13
27template <typename T_inv, class RNG>
29 const T_inv& beta, RNG& rng) {
30 using boost::exponential_distribution;
31 using boost::variate_generator;
32 static constexpr const char* function = "exponential_rng";
33 using T_beta_ref = ref_type_t<T_inv>;
34 T_beta_ref beta_ref = beta;
35 check_positive_finite(function, "Inverse scale parameter", beta_ref);
36
37 scalar_seq_view<T_beta_ref> beta_vec(beta_ref);
38 size_t N = stan::math::size(beta);
40
41 for (size_t n = 0; n < N; ++n) {
42 variate_generator<RNG&, exponential_distribution<> > exp_rng(
43 rng, exponential_distribution<>(beta_vec[n]));
44 output[n] = exp_rng();
45 }
46
47 return output.data();
48}
49
50} // namespace math
51} // namespace stan
52#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_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...
size_t size(const T &m)
Returns the size (number of the elements) of a matrix_cl or var_value<matrix_cl<T>>.
Definition size.hpp:18
fvar< T > beta(const fvar< T > &x1, const fvar< T > &x2)
Return fvar with the beta function applied to the specified arguments and its gradient.
Definition beta.hpp:51
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 ...
Definition fvar.hpp:9