Stan Math Library  2.20.0
reverse mode automatic differentiation
double_exponential_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_RNG_HPP
3 
9 #include <boost/random/uniform_real_distribution.hpp>
10 #include <boost/random/variate_generator.hpp>
11 
12 namespace stan {
13 namespace math {
14 
33 template <typename T_loc, typename T_scale, class RNG>
35 double_exponential_rng(const T_loc& mu, const T_scale& sigma, RNG& rng) {
36  using boost::random::uniform_real_distribution;
37  using boost::variate_generator;
38  static const char* function = "double_exponential_rng";
39 
40  check_finite(function, "Location parameter", mu);
41  check_positive_finite(function, "Scale parameter", sigma);
42  check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
43  sigma);
44 
45  scalar_seq_view<T_loc> mu_vec(mu);
46  scalar_seq_view<T_scale> sigma_vec(sigma);
47  size_t N = max_size(mu, sigma);
49 
50  variate_generator<RNG&, uniform_real_distribution<> > z_rng(
51  rng, uniform_real_distribution<>(-1.0, 1.0));
52  for (size_t n = 0; n < N; ++n) {
53  double z = z_rng();
54  output[n] = mu_vec[n]
55  - ((z > 0) ? 1.0 : -1.0) * sigma_vec[n] * std::log(std::abs(z));
56  }
57 
58  return output.data();
59 }
60 
61 } // namespace math
62 } // namespace stan
63 #endif
fvar< T > abs(const fvar< T > &x)
Definition: abs.hpp:14
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...
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
VectorBuilder< true, double, T_loc, T_scale >::type double_exponential_rng(const T_loc &mu, const T_scale &sigma, RNG &rng)
Return a double exponential random variate with the given location and scale using the specified rand...
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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