1 #ifndef STAN_MATH_PRIM_SCAL_PROB_SKEW_NORMAL_RNG_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_SKEW_NORMAL_RNG_HPP 9 #include <boost/random/normal_distribution.hpp> 10 #include <boost/random/variate_generator.hpp> 36 template <
typename T_loc,
typename T_scale,
typename T_shape,
class RNG>
40 using boost::random::normal_distribution;
41 using boost::variate_generator;
42 static const char*
function =
"skew_normal_rng";
48 sigma,
"Shape Parameter", alpha);
53 size_t N =
max_size(mu, sigma, alpha);
56 variate_generator<RNG&, normal_distribution<> > norm_rng(
57 rng, normal_distribution<>(0, 1));
58 for (
size_t n = 0; n < N; ++n) {
59 double r1 = norm_rng();
60 double r2 = norm_rng();
62 if (r2 > alpha_vec[n] * r1)
65 output[n] = mu_vec[n] + sigma_vec[n] * r1;
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...
VectorBuilder< true, double, T_loc, T_scale, T_shape >::type skew_normal_rng(const T_loc &mu, const T_scale &sigma, const T_shape &alpha, RNG &rng)
Return a Skew-normal random variate for the given location, scale, and shape using the specified rand...
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)
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.