scaled_inv_chi_square_rng.hpp

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#ifndef STAN_MATH_PRIM_PROB_SCALED_INV_CHI_SQUARE_RNG_HPP
#define STAN_MATH_PRIM_PROB_SCALED_INV_CHI_SQUARE_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/scalar_seq_view.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <boost/random/chi_squared_distribution.hpp>
#include <boost/random/variate_generator.hpp>
 
namespace stan {
namespace math {
 
template <typename T_deg, typename T_scale, class RNG>
inline typename VectorBuilder<true, double, T_deg, T_scale>::type
scaled_inv_chi_square_rng(const T_deg& nu, const T_scale& s, RNG& rng) {
  using boost::variate_generator;
  using boost::random::chi_squared_distribution;
  static constexpr const char* function = "scaled_inv_chi_square_rng";
  check_consistent_sizes(function, "Location parameter", nu, "Scale Parameter",
                         s);
  const auto& nu_ref = to_ref(nu);
  const auto& s_ref = to_ref(s);
  check_positive_finite(function, "Degrees of freedom parameter", nu_ref);
  check_positive_finite(function, "Scale parameter", s_ref);
 
  scalar_seq_view<T_deg> nu_vec(nu_ref);
  scalar_seq_view<T_scale> s_vec(s_ref);
  size_t N = max_size(nu, s);
  VectorBuilder<true, double, T_deg, T_scale> output(N);
 
  for (size_t n = 0; n < N; ++n) {
    variate_generator<RNG&, chi_squared_distribution<> > chi_square_rng(
        rng, chi_squared_distribution<>(nu_vec[n]));
    output[n] = nu_vec[n] * s_vec[n] * s_vec[n] / chi_square_rng();
  }
 
  return output.data();
}
 
}  // namespace math
}  // namespace stan
#endif