Stan Math Library  2.20.0
reverse mode automatic differentiation
inv_chi_square_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_RNG_HPP
3 
8 #include <boost/random/chi_squared_distribution.hpp>
9 #include <boost/random/variate_generator.hpp>
10 
11 namespace stan {
12 namespace math {
26 template <typename T_deg, class RNG>
28  const T_deg& nu, RNG& rng) {
29  using boost::random::chi_squared_distribution;
30  using boost::variate_generator;
31 
32  static const char* function = "inv_chi_square_rng";
33 
34  check_positive_finite(function, "Degrees of freedom parameter", nu);
35 
36  scalar_seq_view<T_deg> nu_vec(nu);
37  size_t N = length(nu);
39 
40  for (size_t n = 0; n < N; ++n) {
41  variate_generator<RNG&, chi_squared_distribution<> > chi_square_rng(
42  rng, chi_squared_distribution<>(nu_vec[n]));
43  output[n] = 1 / chi_square_rng();
44  }
45 
46  return output.data();
47 }
48 
49 } // namespace math
50 } // namespace stan
51 #endif
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
size_t length(const std::vector< T > &x)
Returns the length of the provided std::vector.
Definition: length.hpp:16
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
VectorBuilder allocates type T1 values to be used as intermediate values.
VectorBuilder< true, double, T_deg >::type chi_square_rng(const T_deg &nu, RNG &rng)
Return a chi squared random variate with nu degrees of freedom using the specified random number gene...
VectorBuilder< true, double, T_deg >::type inv_chi_square_rng(const T_deg &nu, RNG &rng)
Return a pseudorandom inverse chi squared variate with the nu degrees of freedom using the specified ...

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