pareto_type_2_rng.hpp

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#ifndef STAN_MATH_PRIM_PROB_PARETO_TYPE_2_RNG_HPP
#define STAN_MATH_PRIM_PROB_PARETO_TYPE_2_RNG_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/max_size.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/scalar_seq_view.hpp>
#include <stan/math/prim/prob/exponential_rng.hpp>
#include <stan/math/prim/prob/normal_rng.hpp>
#include <boost/random/uniform_real_distribution.hpp>
#include <boost/random/variate_generator.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename T_loc, typename T_scale, typename T_shape, class RNG>
inline typename 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) {
  using boost::variate_generator;
  using boost::random::uniform_real_distribution;
  static constexpr const char* function = "pareto_type_2_rng";
  check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
                         lambda, "Shape Parameter", alpha);
  const auto& mu_ref = to_ref(mu);
  const auto& lambda_ref = to_ref(lambda);
  const auto& alpha_ref = to_ref(alpha);
  check_finite(function, "Location parameter", mu_ref);
  check_positive_finite(function, "Scale parameter", lambda_ref);
  check_positive_finite(function, "Shape parameter", alpha_ref);
 
  scalar_seq_view<T_loc> mu_vec(mu_ref);
  scalar_seq_view<T_scale> lambda_vec(lambda_ref);
  scalar_seq_view<T_shape> alpha_vec(alpha_ref);
  size_t N = max_size(mu, lambda, alpha);
  VectorBuilder<true, double, T_loc, T_scale, T_shape> output(N);
 
  variate_generator<RNG&, uniform_real_distribution<> > uniform_rng(
      rng, uniform_real_distribution<>(0.0, 1.0));
  for (size_t n = 0; n < N; ++n) {
    output[n] = (std::pow(1.0 - uniform_rng(), -1.0 / alpha_vec[n]) - 1.0)
                    * lambda_vec[n]
                + mu_vec[n];
  }
 
  return output.data();
}
 
}  // namespace math
}  // namespace stan
#endif