neg_binomial_rng.hpp

Go to the documentation of this file.

#ifndef STAN_MATH_PRIM_PROB_NEG_BINOMIAL_RNG_HPP
#define STAN_MATH_PRIM_PROB_NEG_BINOMIAL_RNG_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/max_size.hpp>
#include <stan/math/prim/fun/size_zero.hpp>
#include <stan/math/prim/fun/scalar_seq_view.hpp>
#include <boost/random/gamma_distribution.hpp>
#include <boost/random/poisson_distribution.hpp>
#include <boost/random/variate_generator.hpp>
 
namespace stan {
namespace math {
 
template <typename T_shape, typename T_inv, class RNG>
inline typename VectorBuilder<true, int, T_shape, T_inv>::type neg_binomial_rng(
    const T_shape& alpha, const T_inv& beta, RNG& rng) {
  using boost::gamma_distribution;
  using boost::variate_generator;
  using boost::random::poisson_distribution;
  using T_alpha_ref = ref_type_t<T_shape>;
  using T_beta_ref = ref_type_t<T_inv>;
  static constexpr const char* function = "neg_binomial_rng";
  check_consistent_sizes(function, "Shape parameter", alpha,
                         "Inverse scale Parameter", beta);
  T_alpha_ref alpha_ref = alpha;
  T_beta_ref beta_ref = beta;
 
  if (size_zero(alpha, beta)) {
    return {};
  }
 
  check_positive_finite(function, "Shape parameter", alpha_ref);
  check_positive_finite(function, "Inverse 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, int, T_shape, T_inv> output(N);
 
  for (size_t n = 0; n < N; ++n) {
    double rng_from_gamma = variate_generator<RNG&, gamma_distribution<> >(
        rng, gamma_distribution<>(alpha_vec[n], 1.0 / beta_vec[n]))();
 
    // same as the constraints for poisson_rng
    check_less(function, "Random number that came from gamma distribution",
               rng_from_gamma, POISSON_MAX_RATE);
    check_not_nan(function, "Random number that came from gamma distribution",
                  rng_from_gamma);
    check_nonnegative(function,
                      "Random number that came from gamma distribution",
                      rng_from_gamma);
 
    output[n] = variate_generator<RNG&, poisson_distribution<> >(
        rng, poisson_distribution<>(rng_from_gamma))();
  }
 
  return output.data();
}
 
}  // namespace math
}  // namespace stan
#endif