poisson_log_rng.hpp

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#ifndef STAN_MATH_PRIM_PROB_POISSON_LOG_RNG_HPP
#define STAN_MATH_PRIM_PROB_POISSON_LOG_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/scalar_seq_view.hpp>
#include <stan/math/prim/fun/size.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <boost/random/poisson_distribution.hpp>
#include <boost/random/variate_generator.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename T_rate, class RNG>
inline typename VectorBuilder<true, int, T_rate>::type poisson_log_rng(
    const T_rate& alpha, RNG& rng) {
  using boost::variate_generator;
  using boost::random::poisson_distribution;
  static constexpr const char* function = "poisson_log_rng";
  static constexpr double POISSON_MAX_LOG_RATE = 30 * LOG_TWO;
  const auto& alpha_ref = to_ref(alpha);
  check_finite(function, "Log rate parameter", alpha_ref);
  check_less(function, "Log rate parameter", alpha_ref, POISSON_MAX_LOG_RATE);
 
  scalar_seq_view<T_rate> alpha_vec(alpha_ref);
  size_t N = stan::math::size(alpha);
  VectorBuilder<true, int, T_rate> output(N);
 
  for (size_t n = 0; n < N; ++n) {
    variate_generator<RNG&, poisson_distribution<> > poisson_rng(
        rng, poisson_distribution<>(std::exp(alpha_vec[n])));
    output[n] = poisson_rng();
  }
 
  return output.data();
}
 
}  // namespace math
}  // namespace stan
#endif