Automatic Differentiation
 
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pareto_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_PARETO_RNG_HPP
2#define STAN_MATH_PRIM_PROB_PARETO_RNG_HPP
3
9#include <boost/random/exponential_distribution.hpp>
10#include <boost/random/variate_generator.hpp>
11#include <cmath>
12
13namespace stan {
14namespace math {
15
34template <typename T_shape, typename T_scale, class RNG>
36 const T_scale& y_min, const T_shape& alpha, RNG& rng) {
37 using boost::exponential_distribution;
38 using boost::variate_generator;
39 static constexpr const char* function = "pareto_rng";
40 check_consistent_sizes(function, "Scale Parameter", y_min, "Shape parameter",
41 alpha);
42 const auto& y_min_ref = to_ref(y_min);
43 const auto& alpha_ref = to_ref(alpha);
44 check_positive_finite(function, "Scale parameter", y_min_ref);
45 check_positive_finite(function, "Shape parameter", alpha_ref);
46
47 scalar_seq_view<T_scale> y_min_vec(y_min_ref);
48 scalar_seq_view<T_shape> alpha_vec(alpha_ref);
49 size_t N = max_size(y_min, alpha);
51
52 for (size_t n = 0; n < N; ++n) {
53 variate_generator<RNG&, exponential_distribution<> > exp_rng(
54 rng, exponential_distribution<>(alpha_vec[n]));
55 output[n] = y_min_vec[n] * std::exp(exp_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_shape, T_scale >::type pareto_rng(const T_scale &y_min, const T_shape &alpha, RNG &rng)
Return a Pareto random variate for the given shape and scale parameters using the specified random nu...
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
ref_type_t< T && > to_ref(T &&a)
This evaluates expensive Eigen expressions.
Definition to_ref.hpp:17
int64_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:20
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...