Stan Math Library  2.20.0
reverse mode automatic differentiation
gamma_rng.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GAMMA_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GAMMA_RNG_HPP
3 
8 #include <boost/random/gamma_distribution.hpp>
9 #include <boost/random/variate_generator.hpp>
10 
11 namespace stan {
12 namespace math {
13 
32 template <typename T_shape, typename T_inv, class RNG>
34  const T_shape& alpha, const T_inv& beta, RNG& rng) {
35  using boost::gamma_distribution;
36  using boost::variate_generator;
37 
38  static const char* function = "gamma_rng";
39 
40  check_positive_finite(function, "Shape parameter", alpha);
41  check_positive_finite(function, "Inverse scale parameter", beta);
42  check_consistent_sizes(function, "Shape parameter", alpha,
43  "Inverse scale Parameter", beta);
44 
45  scalar_seq_view<T_shape> alpha_vec(alpha);
46  scalar_seq_view<T_inv> beta_vec(beta);
47  size_t N = max_size(alpha, beta);
49 
50  for (size_t n = 0; n < N; ++n) {
51  // Convert rate (inverse scale) argument to scale for boost
52  variate_generator<RNG&, gamma_distribution<> > gamma_rng(
53  rng, gamma_distribution<>(alpha_vec[n],
54  1 / static_cast<double>(beta_vec[n])));
55  output[n] = gamma_rng();
56  }
57 
58  return output.data();
59 }
60 
61 } // namespace math
62 } // namespace stan
63 #endif
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
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.
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder< true, double, T_shape, T_inv >::type gamma_rng(const T_shape &alpha, const T_inv &beta, RNG &rng)
Return a gamma random variate for the given shape and inverse scale parameters using the specified ra...
Definition: gamma_rng.hpp:33
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.

     [ Stan Home Page ] © 2011–2018, Stan Development Team.