Stan Math Library  2.20.0
reverse mode automatic differentiation
exp_mod_normal_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_EXP_MOD_NORMAL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_EXP_MOD_NORMAL_RNG_HPP
3 
10 #include <boost/random/normal_distribution.hpp>
11 #include <boost/random/variate_generator.hpp>
12 
13 namespace stan {
14 namespace math {
15 
38 template <typename T_loc, typename T_scale, typename T_inv_scale, class RNG>
40 exp_mod_normal_rng(const T_loc& mu, const T_scale& sigma,
41  const T_inv_scale& lambda, RNG& rng) {
42  static const char* function = "exp_mod_normal_rng";
43 
44  check_finite(function, "Location parameter", mu);
45  check_positive_finite(function, "Scale parameter", sigma);
46  check_positive_finite(function, "Inv_scale parameter", lambda);
47  check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
48  sigma, "Inv_scale Parameter", lambda);
49 
50  scalar_seq_view<T_loc> mu_vec(mu);
51  scalar_seq_view<T_scale> sigma_vec(sigma);
52  scalar_seq_view<T_inv_scale> lambda_vec(lambda);
53  size_t N = max_size(mu, sigma, lambda);
55 
56  for (size_t n = 0; n < N; ++n)
57  output[n] = normal_rng(mu_vec[n], sigma_vec[n], rng)
58  + exponential_rng(lambda_vec[n], rng);
59 
60  return output.data();
61 }
62 
63 } // namespace math
64 } // namespace stan
65 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
VectorBuilder< true, double, T_loc, T_scale, T_inv_scale >::type exp_mod_normal_rng(const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda, RNG &rng)
Return an exponentially modified normal random variate for the given location, scale, and inverse scale using the specified random number generator.
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 >::type normal_rng(const T_loc &mu, const T_scale &sigma, RNG &rng)
Return a Normal random variate for the given location and scale using the specified random number gen...
Definition: normal_rng.hpp:33
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder allocates type T1 values to be used as intermediate values.
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
VectorBuilder< true, double, T_inv >::type exponential_rng(const T_inv &beta, RNG &rng)
Return a exponential random variate with inverse scale beta using the specified random number generat...

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