Stan Math Library  2.20.0
reverse mode automatic differentiation
student_t_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_STUDENT_T_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_STUDENT_T_RNG_HPP
3 
8 #include <boost/random/student_t_distribution.hpp>
9 #include <boost/random/variate_generator.hpp>
10 
11 namespace stan {
12 namespace math {
13 
35 template <typename T_deg, typename T_loc, typename T_scale, class RNG>
37 student_t_rng(const T_deg& nu, const T_loc& mu, const T_scale& sigma,
38  RNG& rng) {
39  using boost::random::student_t_distribution;
40  using boost::variate_generator;
41  static const char* function = "student_t_rng";
42 
43  check_positive_finite(function, "Degrees of freedom parameter", nu);
44  check_finite(function, "Location parameter", mu);
45  check_positive_finite(function, "Scale parameter", sigma);
46  check_consistent_sizes(function, "Degrees of freedom parameter", nu,
47  "Location parameter", mu, "Scale Parameter", sigma);
48 
49  scalar_seq_view<T_deg> nu_vec(nu);
50  scalar_seq_view<T_loc> mu_vec(mu);
51  scalar_seq_view<T_scale> sigma_vec(sigma);
52  size_t N = max_size(nu, mu, sigma);
54 
55  for (size_t n = 0; n < N; ++n) {
56  variate_generator<RNG&, student_t_distribution<> > rng_unit_student_t(
57  rng, student_t_distribution<>(nu_vec[n]));
58  output[n] = mu_vec[n] + sigma_vec[n] * rng_unit_student_t();
59  }
60 
61  return output.data();
62 }
63 
64 } // namespace math
65 } // namespace stan
66 #endif
VectorBuilder< true, double, T_deg, T_loc, T_scale >::type student_t_rng(const T_deg &nu, const T_loc &mu, const T_scale &sigma, RNG &rng)
Return a student-t random variate for the given degrees of freedom, location, and scale using the spe...
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...
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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