Stan Math Library  2.20.0
reverse mode automatic differentiation
gumbel_rng.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_RNG_HPP
3 
8 #include <boost/random/uniform_01.hpp>
9 #include <boost/random/variate_generator.hpp>
10 
11 namespace stan {
12 namespace math {
13 
32 template <typename T_loc, typename T_scale, class RNG>
34  const T_loc& mu, const T_scale& beta, RNG& rng) {
35  using boost::uniform_01;
36  using boost::variate_generator;
37  static const char* function = "gumbel_rng";
38 
39  check_finite(function, "Location parameter", mu);
40  check_positive_finite(function, "Scale parameter", beta);
41  check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
42  beta);
43 
44  scalar_seq_view<T_loc> mu_vec(mu);
45  scalar_seq_view<T_scale> beta_vec(beta);
46  size_t N = max_size(mu, beta);
48 
49  variate_generator<RNG&, uniform_01<> > uniform01_rng(rng, uniform_01<>());
50  for (size_t n = 0; n < N; ++n)
51  output[n] = mu_vec[n] - beta_vec[n] * std::log(-std::log(uniform01_rng()));
52 
53  return output.data();
54 }
55 
56 } // namespace math
57 } // namespace stan
58 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:12
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 >::type gumbel_rng(const T_loc &mu, const T_scale &beta, RNG &rng)
Return a Gumbel random variate with the given location and scale using the specified random number ge...
Definition: gumbel_rng.hpp:33
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 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.