Automatic Differentiation
 
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frechet_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_FRECHET_RNG_HPP
2#define STAN_MATH_PRIM_PROB_FRECHET_RNG_HPP
3
8#include <boost/random/weibull_distribution.hpp>
9#include <boost/random/variate_generator.hpp>
10
11namespace stan {
12namespace math {
31template <typename T_shape, typename T_scale, class RNG>
33 const T_shape& alpha, const T_scale& sigma, RNG& rng) {
34 using boost::variate_generator;
35 using boost::random::weibull_distribution;
36 using T_alpha_ref = ref_type_t<T_shape>;
37 using T_sigma_ref = ref_type_t<T_scale>;
38 static constexpr const char* function = "frechet_rng";
39 check_consistent_sizes(function, "Shape parameter", alpha, "Scale Parameter",
40 sigma);
41 T_alpha_ref alpha_ref = alpha;
42 T_sigma_ref sigma_ref = sigma;
43 check_positive_finite(function, "Shape parameter", alpha_ref);
44 check_positive_finite(function, "Scale parameter", sigma_ref);
45
46 scalar_seq_view<T_alpha_ref> alpha_vec(alpha_ref);
47 scalar_seq_view<T_sigma_ref> sigma_vec(sigma_ref);
48 size_t N = max_size(alpha, sigma);
50
51 for (size_t n = 0; n < N; ++n) {
52 variate_generator<RNG&, weibull_distribution<> > weibull_rng(
53 rng, weibull_distribution<>(alpha_vec[n], 1.0 / sigma_vec[n]));
54 output[n] = 1 / weibull_rng();
55 }
56
57 return output.data();
58}
59
60} // namespace math
61} // namespace stan
62#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_shape, T_scale >::type weibull_rng(const T_shape &alpha, const T_scale &sigma, RNG &rng)
Return a Weibull random variate for the given shape and scale parameters using the specified random n...
VectorBuilder< true, double, T_shape, T_scale >::type frechet_rng(const T_shape &alpha, const T_scale &sigma, RNG &rng)
Return a pseudorandom Frechet variate for the given shape and scale parameters using the specified ra...
size_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:19
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
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