1 #ifndef STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_RNG_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_RNG_HPP 11 #include <boost/random/gamma_distribution.hpp> 12 #include <boost/random/poisson_distribution.hpp> 13 #include <boost/random/variate_generator.hpp> 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;
43 static const char*
function =
"neg_binomial_rng";
49 "Inverse scale Parameter", beta);
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]))();
61 check_less(
function,
"Random number that came from gamma distribution",
63 check_not_nan(
function,
"Random number that came from gamma distribution",
66 "Random number that came from gamma distribution",
69 output[n] = variate_generator<RNG&, poisson_distribution<> >(
70 rng, poisson_distribution<>(rng_from_gamma))();
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.
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)
const double POISSON_MAX_RATE
Largest rate parameter allowed in Poisson RNG.
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.