Stan Math Library  2.20.0
reverse mode automatic differentiation
skew_normal_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_SKEW_NORMAL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_SKEW_NORMAL_RNG_HPP
3 
9 #include <boost/random/normal_distribution.hpp>
10 #include <boost/random/variate_generator.hpp>
11 
12 namespace stan {
13 namespace math {
14 
36 template <typename T_loc, typename T_scale, typename T_shape, class RNG>
38 skew_normal_rng(const T_loc& mu, const T_scale& sigma, const T_shape& alpha,
39  RNG& rng) {
40  using boost::random::normal_distribution;
41  using boost::variate_generator;
42  static const char* function = "skew_normal_rng";
43 
44  check_finite(function, "Location parameter", mu);
45  check_positive_finite(function, "Scale parameter", sigma);
46  check_finite(function, "Shape parameter", alpha);
47  check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
48  sigma, "Shape Parameter", alpha);
49 
50  scalar_seq_view<T_loc> mu_vec(mu);
51  scalar_seq_view<T_scale> sigma_vec(sigma);
52  scalar_seq_view<T_shape> alpha_vec(alpha);
53  size_t N = max_size(mu, sigma, alpha);
55 
56  variate_generator<RNG&, normal_distribution<> > norm_rng(
57  rng, normal_distribution<>(0, 1));
58  for (size_t n = 0; n < N; ++n) {
59  double r1 = norm_rng();
60  double r2 = norm_rng();
61 
62  if (r2 > alpha_vec[n] * r1)
63  r1 = -r1;
64 
65  output[n] = mu_vec[n] + sigma_vec[n] * r1;
66  }
67 
68  return output.data();
69 }
70 
71 } // namespace math
72 } // namespace stan
73 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
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_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.

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