Stan Math Library  2.20.0
reverse mode automatic differentiation
neg_binomial_2_log_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_2_LOG_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_2_LOG_RNG_HPP
3 
11 #include <boost/random/gamma_distribution.hpp>
12 #include <boost/random/poisson_distribution.hpp>
13 #include <boost/random/variate_generator.hpp>
14 
15 namespace stan {
16 namespace math {
17 
36 template <typename T_loc, typename T_inv, class RNG>
38 neg_binomial_2_log_rng(const T_loc& eta, const T_inv& phi, RNG& rng) {
39  using boost::gamma_distribution;
40  using boost::random::poisson_distribution;
41  using boost::variate_generator;
42 
43  static const char* function = "neg_binomial_2_log_rng";
44 
45  check_finite(function, "Log-location parameter", eta);
46  check_positive_finite(function, "Inverse dispersion parameter", phi);
47  check_consistent_sizes(function, "Log-location parameter", eta,
48  "Inverse dispersion parameter", phi);
49 
50  scalar_seq_view<T_loc> eta_vec(eta);
51  scalar_seq_view<T_inv> phi_vec(phi);
52  size_t N = max_size(eta, phi);
54 
55  for (size_t n = 0; n < N; ++n) {
56  double exp_eta_div_phi
57  = std::exp(static_cast<double>(eta_vec[n])) / phi_vec[n];
58 
59  // gamma_rng params must be positive and finite
60  check_positive_finite(function,
61  "Exponential of the log-location parameter "
62  "divided by the precision parameter",
63  exp_eta_div_phi);
64 
65  double rng_from_gamma = variate_generator<RNG&, gamma_distribution<> >(
66  rng, gamma_distribution<>(phi_vec[n], exp_eta_div_phi))();
67 
68  // same as the constraints for poisson_rng
69  check_less(function, "Random number that came from gamma distribution",
70  rng_from_gamma, POISSON_MAX_RATE);
71  check_not_nan(function, "Random number that came from gamma distribution",
72  rng_from_gamma);
73  check_nonnegative(function,
74  "Random number that came from gamma distribution",
75  rng_from_gamma);
76 
77  output[n] = variate_generator<RNG&, poisson_distribution<> >(
78  rng, poisson_distribution<>(rng_from_gamma))();
79  }
80 
81  return output.data();
82 }
83 
84 } // namespace math
85 } // namespace stan
86 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
VectorBuilder< true, int, T_loc, T_inv >::type neg_binomial_2_log_rng(const T_loc &eta, const T_inv &phi, RNG &rng)
Return a negative binomial random variate with the specified log-location and inverse dispersion para...
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:11
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
const double POISSON_MAX_RATE
Largest rate parameter allowed in Poisson RNG.
Definition: constants.hpp:73
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.
void check_less(const char *function, const char *name, const T_y &y, const T_high &high)
Check if y is strictly less than high.
Definition: check_less.hpp:63

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