Automatic Differentiation
 
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skew_normal_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_SKEW_NORMAL_RNG_HPP
2#define STAN_MATH_PRIM_PROB_SKEW_NORMAL_RNG_HPP
3
10#include <boost/random/normal_distribution.hpp>
11#include <boost/random/variate_generator.hpp>
12
13namespace stan {
14namespace math {
15
38template <typename T_loc, typename T_scale, typename T_shape, class RNG>
40skew_normal_rng(const T_loc& mu, const T_scale& sigma, const T_shape& alpha,
41 RNG& rng) {
42 using boost::variate_generator;
43 using boost::random::normal_distribution;
44 static constexpr const char* function = "skew_normal_rng";
45 check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
46 sigma, "Shape Parameter", alpha);
47 const auto& mu_ref = to_ref(mu);
48 const auto& sigma_ref = to_ref(sigma);
49 const auto& alpha_ref = to_ref(alpha);
50 check_finite(function, "Location parameter", mu_ref);
51 check_positive_finite(function, "Scale parameter", sigma_ref);
52 check_finite(function, "Shape parameter", alpha_ref);
53
54 scalar_seq_view<T_loc> mu_vec(mu_ref);
55 scalar_seq_view<T_scale> sigma_vec(sigma_ref);
56 scalar_seq_view<T_shape> alpha_vec(alpha_ref);
57 size_t N = max_size(mu, sigma, alpha);
59
60 variate_generator<RNG&, normal_distribution<> > norm_rng(
61 rng, normal_distribution<>(0, 1));
62 for (size_t n = 0; n < N; ++n) {
63 double r1 = norm_rng();
64 double r2 = norm_rng();
65
66 if (r2 > alpha_vec[n] * r1) {
67 r1 = -r1;
68 }
69
70 output[n] = mu_vec[n] + sigma_vec[n] * r1;
71 }
72
73 return output.data();
74}
75
76} // namespace math
77} // namespace stan
78#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_loc, T_scale, T_shape >::type skew_normal_rng(const T_loc &mu, const T_scale &sigma, const T_shape &alpha, RNG &rng)
Return a Skew-normal random variate for the given location, scale, and shape using the specified rand...
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
void check_finite(const char *function, const char *name, const T_y &y)
Return true if all values in y are finite.
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 ...