Automatic Differentiation
 
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inv_chi_square_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_INV_CHI_SQUARE_RNG_HPP
2#define STAN_MATH_PRIM_PROB_INV_CHI_SQUARE_RNG_HPP
3
8#include <boost/random/chi_squared_distribution.hpp>
9#include <boost/random/variate_generator.hpp>
10
11namespace stan {
12namespace math {
13
27template <typename T_deg, class RNG>
29 const T_deg& nu, RNG& rng) {
30 using boost::variate_generator;
31 using boost::random::chi_squared_distribution;
32 using T_nu_ref = ref_type_t<T_deg>;
33 static constexpr const char* function = "inv_chi_square_rng";
34 T_nu_ref nu_ref = nu;
35 check_positive_finite(function, "Degrees of freedom parameter", nu_ref);
36
37 scalar_seq_view<T_nu_ref> nu_vec(nu_ref);
38 size_t N = stan::math::size(nu);
40
41 for (size_t n = 0; n < N; ++n) {
42 variate_generator<RNG&, chi_squared_distribution<> > chi_square_rng(
43 rng, chi_squared_distribution<>(nu_vec[n]));
44 output[n] = 1 / chi_square_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_deg >::type chi_square_rng(const T_deg &nu, RNG &rng)
Return a chi squared random variate with nu degrees of freedom using the specified random number gene...
VectorBuilder< true, double, T_deg >::type inv_chi_square_rng(const T_deg &nu, RNG &rng)
Return a pseudorandom inverse chi squared variate with the nu degrees of freedom using the specified ...
int64_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:19
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 ...