inv_gamma_rng.hpp

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#ifndef STAN_MATH_PRIM_PROB_INV_GAMMA_RNG_HPP
#define STAN_MATH_PRIM_PROB_INV_GAMMA_RNG_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/scalar_seq_view.hpp>
#include <stan/math/prim/fun/max_size.hpp>
#include <stan/math/prim/fun/size_zero.hpp>
#include <boost/random/gamma_distribution.hpp>
#include <boost/random/variate_generator.hpp>
 
namespace stan {
namespace math {
 
template <typename T_shape, typename T_scale, class RNG>
inline typename VectorBuilder<true, double, T_shape, T_scale>::type
inv_gamma_rng(const T_shape& alpha, const T_scale& beta, RNG& rng) {
  using boost::variate_generator;
  using boost::random::gamma_distribution;
  using T_alpha_ref = ref_type_t<T_shape>;
  using T_beta_ref = ref_type_t<T_scale>;
  static constexpr const char* function = "inv_gamma_rng";
  check_consistent_sizes(function, "Shape parameter", alpha, "Scale Parameter",
                         beta);
  if (size_zero(alpha, beta)) {
    return {};
  }
 
  T_alpha_ref alpha_ref = alpha;
  T_beta_ref beta_ref = beta;
  check_positive_finite(function, "Shape parameter", alpha_ref);
  check_positive_finite(function, "Scale parameter", beta_ref);
 
  scalar_seq_view<T_alpha_ref> alpha_vec(alpha_ref);
  scalar_seq_view<T_beta_ref> beta_vec(beta_ref);
  size_t N = max_size(alpha, beta);
  VectorBuilder<true, double, T_shape, T_scale> output(N);
 
  for (size_t n = 0; n < N; ++n) {
    variate_generator<RNG&, gamma_distribution<> > gamma_rng(
        rng, gamma_distribution<>(alpha_vec[n],
                                  1 / static_cast<double>(beta_vec[n])));
    output[n] = 1 / gamma_rng();
  }
 
  return output.data();
}
 
}  // namespace math
}  // namespace stan
#endif