Automatic Differentiation
 
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gumbel_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_GUMBEL_RNG_HPP
2#define STAN_MATH_PRIM_PROB_GUMBEL_RNG_HPP
3
8#include <boost/random/uniform_01.hpp>
9#include <boost/random/variate_generator.hpp>
10#include <cmath>
11
12namespace stan {
13namespace math {
14
33template <typename T_loc, typename T_scale, class RNG>
35 const T_loc& mu, const T_scale& beta, RNG& rng) {
36 using boost::uniform_01;
37 using boost::variate_generator;
38 using T_mu_ref = ref_type_t<T_loc>;
39 using T_beta_ref = ref_type_t<T_scale>;
40 static constexpr const char* function = "gumbel_rng";
41 check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
42 beta);
43 T_mu_ref mu_ref = mu;
44 T_beta_ref beta_ref = beta;
45 check_finite(function, "Location parameter", mu_ref);
46 check_positive_finite(function, "Scale parameter", beta_ref);
47
48 scalar_seq_view<T_mu_ref> mu_vec(mu_ref);
49 scalar_seq_view<T_beta_ref> beta_vec(beta_ref);
50 size_t N = max_size(mu, beta);
52
53 variate_generator<RNG&, uniform_01<> > uniform01_rng(rng, uniform_01<>());
54 for (size_t n = 0; n < N; ++n) {
55 output[n] = mu_vec[n] - beta_vec[n] * std::log(-std::log(uniform01_rng()));
56 }
57
58 return output.data();
59}
60
61} // namespace math
62} // namespace stan
63#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 gumbel_rng(const T_loc &mu, const T_scale &beta, RNG &rng)
Return a Gumbel random variate with the given location and scale using the specified random number ge...
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
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 ...