Automatic Differentiation
 
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inv_gamma_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_INV_GAMMA_RNG_HPP
2#define STAN_MATH_PRIM_PROB_INV_GAMMA_RNG_HPP
3
8#include <boost/random/gamma_distribution.hpp>
9#include <boost/random/variate_generator.hpp>
10
11namespace stan {
12namespace math {
13
32template <typename T_shape, typename T_scale, class RNG>
34inv_gamma_rng(const T_shape& alpha, const T_scale& beta, RNG& rng) {
35 using boost::variate_generator;
36 using boost::random::gamma_distribution;
37 using T_alpha_ref = ref_type_t<T_shape>;
38 using T_beta_ref = ref_type_t<T_scale>;
39 static constexpr const char* function = "inv_gamma_rng";
40 check_consistent_sizes(function, "Shape parameter", alpha, "Scale Parameter",
41 beta);
42 T_alpha_ref alpha_ref = alpha;
43 T_beta_ref beta_ref = beta;
44 check_positive_finite(function, "Shape parameter", alpha_ref);
45 check_positive_finite(function, "Scale parameter", beta_ref);
46
47 scalar_seq_view<T_alpha_ref> alpha_vec(alpha_ref);
48 scalar_seq_view<T_beta_ref> beta_vec(beta_ref);
49 size_t N = max_size(alpha, beta);
51
52 for (size_t n = 0; n < N; ++n) {
53 variate_generator<RNG&, gamma_distribution<> > gamma_rng(
54 rng, gamma_distribution<>(alpha_vec[n],
55 1 / static_cast<double>(beta_vec[n])));
56 output[n] = 1 / gamma_rng();
57 }
58
59 return output.data();
60}
61
62} // namespace math
63} // namespace stan
64#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 inv_gamma_rng(const T_shape &alpha, const T_scale &beta, RNG &rng)
Return a pseudorandom inverse gamma variate for the given shape and scale parameters using the specif...
VectorBuilder< true, double, T_shape, T_inv >::type gamma_rng(const T_shape &alpha, const T_inv &beta, RNG &rng)
Return a gamma random variate for the given shape and inverse scale parameters using the specified ra...
Definition gamma_rng.hpp:33
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
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 ...