rayleigh_rng.hpp

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#ifndef STAN_MATH_PRIM_PROB_RAYLEIGH_RNG_HPP
#define STAN_MATH_PRIM_PROB_RAYLEIGH_RNG_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/size.hpp>
#include <stan/math/prim/fun/scalar_seq_view.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <boost/random/uniform_real_distribution.hpp>
#include <boost/random/variate_generator.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename T_scale, class RNG>
inline typename VectorBuilder<true, double, T_scale>::type rayleigh_rng(
    const T_scale& sigma, RNG& rng) {
  using boost::variate_generator;
  using boost::random::uniform_real_distribution;
  static constexpr const char* function = "rayleigh_rng";
  const auto& sigma_ref = to_ref(sigma);
  check_positive_finite(function, "Scale parameter", sigma_ref);
 
  scalar_seq_view<T_scale> sigma_vec(sigma_ref);
  size_t N = stan::math::size(sigma);
  VectorBuilder<true, double, T_scale> 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] = sigma_vec[n] * std::sqrt(-2.0 * std::log(uniform_rng()));
  }
 
  return output.data();
}
 
}  // namespace math
}  // namespace stan
#endif