Automatic Differentiation
 
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uniform_rng.hpp
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1#ifndef STAN_MATH_PRIM_PROB_UNIFORM_RNG_HPP
2#define STAN_MATH_PRIM_PROB_UNIFORM_RNG_HPP
3
10#include <boost/random/uniform_real_distribution.hpp>
11#include <boost/random/variate_generator.hpp>
12
13namespace stan {
14namespace math {
15
34template <typename T_alpha, typename T_beta, class RNG>
36 const T_alpha& alpha, const T_beta& beta, RNG& rng) {
37 using T_alpha_ref = ref_type_t<T_alpha>;
38 using T_beta_ref = ref_type_t<T_beta>;
39 using boost::variate_generator;
40 using boost::random::uniform_real_distribution;
41 static constexpr const char* function = "uniform_rng";
42 check_consistent_sizes(function, "Lower bound parameter", alpha,
43 "Upper bound parameter", beta);
44 T_alpha_ref alpha_ref = alpha;
45 T_beta_ref beta_ref = beta;
46 check_finite(function, "Lower bound parameter", alpha_ref);
47 check_finite(function, "Upper bound parameter", beta_ref);
48 check_greater(function, "Upper bound parameter", beta_ref, alpha_ref);
49
50 scalar_seq_view<T_alpha_ref> alpha_vec(alpha_ref);
51 scalar_seq_view<T_beta_ref> beta_vec(beta_ref);
52 size_t N = max_size(alpha, beta);
54
55 variate_generator<RNG&, uniform_real_distribution<> > uniform_rng(
56 rng, uniform_real_distribution<>(0.0, 1.0));
57 for (size_t n = 0; n < N; ++n) {
58 output[n] = (beta_vec[n] - alpha_vec[n]) * uniform_rng() + alpha_vec[n];
59 }
60
61 return output.data();
62}
63
64} // namespace math
65} // namespace stan
66#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_alpha, T_beta >::type uniform_rng(const T_alpha &alpha, const T_beta &beta, RNG &rng)
Return a uniform random variate for the given upper and lower bounds using the specified random numbe...
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
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
fvar< T > beta(const fvar< T > &x1, const fvar< T > &x2)
Return fvar with the beta function applied to the specified arguments and its gradient.
Definition beta.hpp:51
void check_greater(const char *function, const char *name, const T_y &y, const T_low &low, Idxs... idxs)
Throw an exception if y is not strictly greater than low.
typename ref_type_if< true, T >::type ref_type_t
Definition ref_type.hpp:55
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...