Stan Math Library  2.20.0
reverse mode automatic differentiation
frechet_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_FRECHET_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_FRECHET_RNG_HPP
3 
7 #include <boost/random/weibull_distribution.hpp>
8 #include <boost/random/variate_generator.hpp>
9 
10 namespace stan {
11 namespace math {
30 template <typename T_shape, typename T_scale, class RNG>
32  const T_shape& alpha, const T_scale& sigma, RNG& rng) {
33  using boost::random::weibull_distribution;
34  using boost::variate_generator;
35 
36  static const char* function = "frechet_rng";
37 
38  check_positive_finite(function, "Shape parameter", alpha);
39  check_positive_finite(function, "Scale parameter", sigma);
40  check_consistent_sizes(function, "Shape parameter", alpha, "Scale Parameter",
41  sigma);
42 
43  scalar_seq_view<T_shape> alpha_vec(alpha);
44  scalar_seq_view<T_scale> sigma_vec(sigma);
45  size_t N = max_size(alpha, sigma);
47 
48  for (size_t n = 0; n < N; ++n) {
49  variate_generator<RNG&, weibull_distribution<> > weibull_rng(
50  rng, weibull_distribution<>(alpha_vec[n], 1.0 / sigma_vec[n]));
51  output[n] = 1 / weibull_rng();
52  }
53 
54  return output.data();
55 }
56 
57 } // namespace math
58 } // namespace stan
59 #endif
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
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< true, double, T_shape, T_scale >::type frechet_rng(const T_shape &alpha, const T_scale &sigma, RNG &rng)
Return a pseudorandom Frechet variate for the given shape and scale parameters using the specified ra...
Definition: frechet_rng.hpp:31
VectorBuilder allocates type T1 values to be used as intermediate values.
VectorBuilder< true, double, T_shape, T_scale >::type weibull_rng(const T_shape &alpha, const T_scale &sigma, RNG &rng)
Return a Weibull random variate for the given shape and scale parameters using the specified random n...
Definition: weibull_rng.hpp:32
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.

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