Stan Math Library  2.20.0
reverse mode automatic differentiation
cauchy_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_CAUCHY_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_CAUCHY_RNG_HPP
3 
8 #include <boost/random/cauchy_distribution.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& sigma, RNG& rng) {
35  using boost::random::cauchy_distribution;
36  using boost::variate_generator;
37  static const char* function = "cauchy_rng";
38 
39  check_finite(function, "Location parameter", mu);
40  check_positive_finite(function, "Scale parameter", sigma);
41  check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
42  sigma);
43 
44  scalar_seq_view<T_loc> mu_vec(mu);
45  scalar_seq_view<T_scale> sigma_vec(sigma);
46  size_t N = max_size(mu, sigma);
48 
49  for (size_t n = 0; n < N; ++n) {
50  variate_generator<RNG&, cauchy_distribution<> > cauchy_rng(
51  rng, cauchy_distribution<>(mu_vec[n], sigma_vec[n]));
52  output[n] = cauchy_rng();
53  }
54 
55  return output.data();
56 }
57 
58 } // namespace math
59 } // namespace stan
60 #endif
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...
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_loc, T_scale >::type cauchy_rng(const T_loc &mu, const T_scale &sigma, RNG &rng)
Return a Cauchy random variate for the given location and scale using the specified random number gen...
Definition: cauchy_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.

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