Automatic Differentiation
 
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scaled_inv_chi_square_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_SCALED_INV_CHI_SQUARE_RNG_HPP
2#define STAN_MATH_PRIM_PROB_SCALED_INV_CHI_SQUARE_RNG_HPP
3
9#include <boost/random/chi_squared_distribution.hpp>
10#include <boost/random/variate_generator.hpp>
11
12namespace stan {
13namespace math {
14
34template <typename T_deg, typename T_scale, class RNG>
36scaled_inv_chi_square_rng(const T_deg& nu, const T_scale& s, RNG& rng) {
37 using boost::variate_generator;
38 using boost::random::chi_squared_distribution;
39 static constexpr const char* function = "scaled_inv_chi_square_rng";
40 check_consistent_sizes(function, "Location parameter", nu, "Scale Parameter",
41 s);
42 const auto& nu_ref = to_ref(nu);
43 const auto& s_ref = to_ref(s);
44 check_positive_finite(function, "Degrees of freedom parameter", nu_ref);
45 check_positive_finite(function, "Scale parameter", s_ref);
46
47 scalar_seq_view<T_deg> nu_vec(nu_ref);
48 scalar_seq_view<T_scale> s_vec(s_ref);
49 size_t N = max_size(nu, s);
51
52 for (size_t n = 0; n < N; ++n) {
53 variate_generator<RNG&, chi_squared_distribution<> > chi_square_rng(
54 rng, chi_squared_distribution<>(nu_vec[n]));
55 output[n] = nu_vec[n] * s_vec[n] * s_vec[n] / chi_square_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_deg, T_scale >::type scaled_inv_chi_square_rng(const T_deg &nu, const T_scale &s, RNG &rng)
Return a scaled chi square random variate for the given number of degrees of freedom and scale using ...
VectorBuilder< true, double, T_deg >::type chi_square_rng(const T_deg &nu, RNG &rng)
Return a chi squared random variate with nu degrees of freedom using the specified random number gene...
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 ...