Stan Math Library  2.20.0
reverse mode automatic differentiation
weibull_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_WEIBULL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_WEIBULL_RNG_HPP
3 
7 #include <boost/random/weibull_distribution.hpp>
8 #include <boost/random/variate_generator.hpp>
9 
10 namespace stan {
11 namespace math {
12 
31 template <typename T_shape, typename T_scale, class RNG>
33  const T_shape& alpha, const T_scale& sigma, RNG& rng) {
34  using boost::random::weibull_distribution;
35  using boost::variate_generator;
36 
37  static const char* function = "weibull_rng";
38 
39  check_positive_finite(function, "Shape parameter", alpha);
40  check_positive_finite(function, "Scale parameter", sigma);
41  check_consistent_sizes(function, "Shape parameter", alpha, "Scale Parameter",
42  sigma);
43 
44  scalar_seq_view<T_shape> alpha_vec(alpha);
45  scalar_seq_view<T_scale> sigma_vec(sigma);
46  size_t N = max_size(alpha, sigma);
48 
49  for (size_t n = 0; n < N; ++n) {
50  variate_generator<RNG&, weibull_distribution<> > weibull_rng(
51  rng, weibull_distribution<>(alpha_vec[n], sigma_vec[n]));
52  output[n] = weibull_rng();
53  }
54 
55  return output.data();
56 }
57 
58 } // namespace math
59 } // namespace stan
60 #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 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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