Automatic Differentiation
 
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pareto_type_2_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_PARETO_TYPE_2_RNG_HPP
2#define STAN_MATH_PRIM_PROB_PARETO_TYPE_2_RNG_HPP
3
11#include <boost/random/uniform_real_distribution.hpp>
12#include <boost/random/variate_generator.hpp>
13#include <cmath>
14
15namespace stan {
16namespace math {
17
40template <typename T_loc, typename T_scale, typename T_shape, class RNG>
42pareto_type_2_rng(const T_loc& mu, const T_scale& lambda, const T_shape& alpha,
43 RNG& rng) {
44 using boost::variate_generator;
45 using boost::random::uniform_real_distribution;
46 static constexpr const char* function = "pareto_type_2_rng";
47 check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
48 lambda, "Shape Parameter", alpha);
49 const auto& mu_ref = to_ref(mu);
50 const auto& lambda_ref = to_ref(lambda);
51 const auto& alpha_ref = to_ref(alpha);
52 check_finite(function, "Location parameter", mu_ref);
53 check_positive_finite(function, "Scale parameter", lambda_ref);
54 check_positive_finite(function, "Shape parameter", alpha_ref);
55
56 scalar_seq_view<T_loc> mu_vec(mu_ref);
57 scalar_seq_view<T_scale> lambda_vec(lambda_ref);
58 scalar_seq_view<T_shape> alpha_vec(alpha_ref);
59 size_t N = max_size(mu, lambda, alpha);
61
62 variate_generator<RNG&, uniform_real_distribution<> > uniform_rng(
63 rng, uniform_real_distribution<>(0.0, 1.0));
64 for (size_t n = 0; n < N; ++n) {
65 output[n] = (std::pow(1.0 - uniform_rng(), -1.0 / alpha_vec[n]) - 1.0)
66 * lambda_vec[n]
67 + mu_vec[n];
68 }
69
70 return output.data();
71}
72
73} // namespace math
74} // namespace stan
75#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_alpha, T_beta >::type uniform_rng(const T_alpha &alpha, const T_beta &beta, RNG &rng)
Return a uniform random variate for the given upper and lower bounds using the specified random numbe...
VectorBuilder< true, double, T_loc, T_scale, T_shape >::type pareto_type_2_rng(const T_loc &mu, const T_scale &lambda, const T_shape &alpha, RNG &rng)
Return a Pareto type 2 random variate for the given location, scale, and shape using the specified ra...
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
void check_finite(const char *function, const char *name, const T_y &y)
Return true if all values in y are finite.
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 ...