multinomial_logit_rng()

template<class RNG , typename T_beta , require_eigen_col_vector_t< T_beta > * = nullptr>

std::vector< int > stan::math::multinomial_logit_rng ( const T_beta &  beta, int  N, RNG &  rng  )

inline

Return a draw from a Multinomial distribution given a vector of unnormalized log probabilities, a total count, and a pseudo-random number generator.

In the case of finite and -inf values this is equivalent to multinomial_rng(softmax(beta), N, rng). Entries of beta equal to -inf have zero probability; if any entries are +inf, probability is split evenly among them. These are the limits of softmax: as beta[n] -> -inf, softmax(beta)[n] -> 0, and if k entries -> +inf at the same rate, each has probability 1/k.

Template Parameters

RNG	Type of pseudo-random number generator.

Parameters

beta	Vector of unnormalized log probabilities.
N	Total count.
rng	Pseudo-random number generator.

Returns

Multinomial random variate.

Exceptions

std::domain_error	if beta contains NaN
std::domain_error	if beta is non-empty and every entry of beta is negative infinity
std::domain_error	if N is less than 0.

Definition at line 39 of file multinomial_logit_rng.hpp.