1 #ifndef STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_2_LOG_RNG_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_2_LOG_RNG_HPP 11 #include <boost/random/gamma_distribution.hpp> 12 #include <boost/random/poisson_distribution.hpp> 13 #include <boost/random/variate_generator.hpp> 36 template <
typename T_loc,
typename T_inv,
class RNG>
39 using boost::gamma_distribution;
40 using boost::random::poisson_distribution;
41 using boost::variate_generator;
43 static const char*
function =
"neg_binomial_2_log_rng";
48 "Inverse dispersion parameter", phi);
55 for (
size_t n = 0; n < N; ++n) {
56 double exp_eta_div_phi
57 =
std::exp(static_cast<double>(eta_vec[n])) / phi_vec[n];
61 "Exponential of the log-location parameter " 62 "divided by the precision parameter",
65 double rng_from_gamma = variate_generator<RNG&, gamma_distribution<> >(
66 rng, gamma_distribution<>(phi_vec[n], exp_eta_div_phi))();
69 check_less(
function,
"Random number that came from gamma distribution",
71 check_not_nan(
function,
"Random number that came from gamma distribution",
74 "Random number that came from gamma distribution",
77 output[n] = variate_generator<RNG&, poisson_distribution<> >(
78 rng, poisson_distribution<>(rng_from_gamma))();
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
VectorBuilder< true, int, T_loc, T_inv >::type neg_binomial_2_log_rng(const T_loc &eta, const T_inv &phi, RNG &rng)
Return a negative binomial random variate with the specified log-location and inverse dispersion para...
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
fvar< T > exp(const fvar< T > &x)
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
size_t max_size(const T1 &x1, const T2 &x2)
const double POISSON_MAX_RATE
Largest rate parameter allowed in Poisson RNG.
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.
void check_less(const char *function, const char *name, const T_y &y, const T_high &high)
Check if y is strictly less than high.