Stan Math Library  2.20.0
reverse mode automatic differentiation
neg_binomial_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_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_shape, typename T_inv, class RNG>
38  const T_shape& alpha, const T_inv& beta, 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_rng";
44 
45  // gamma_rng params must be positive and finite
46  check_positive_finite(function, "Shape parameter", alpha);
47  check_positive_finite(function, "Inverse scale parameter", beta);
48  check_consistent_sizes(function, "Shape parameter", alpha,
49  "Inverse scale Parameter", beta);
50 
51  scalar_seq_view<T_shape> alpha_vec(alpha);
52  scalar_seq_view<T_inv> beta_vec(beta);
53  size_t N = max_size(alpha, beta);
55 
56  for (size_t n = 0; n < N; ++n) {
57  double rng_from_gamma = variate_generator<RNG&, gamma_distribution<> >(
58  rng, gamma_distribution<>(alpha_vec[n], 1.0 / beta_vec[n]))();
59 
60  // same as the constraints for poisson_rng
61  check_less(function, "Random number that came from gamma distribution",
62  rng_from_gamma, POISSON_MAX_RATE);
63  check_not_nan(function, "Random number that came from gamma distribution",
64  rng_from_gamma);
65  check_nonnegative(function,
66  "Random number that came from gamma distribution",
67  rng_from_gamma);
68 
69  output[n] = variate_generator<RNG&, poisson_distribution<> >(
70  rng, poisson_distribution<>(rng_from_gamma))();
71  }
72 
73  return output.data();
74 }
75 
76 } // namespace math
77 } // namespace stan
78 #endif
VectorBuilder< true, int, T_shape, T_inv >::type neg_binomial_rng(const T_shape &alpha, const T_inv &beta, RNG &rng)
Return a negative binomial random variate with the specified shape and inverse scale parameters using...
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.
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_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
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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