Stan Math Library  2.20.0
reverse mode automatic differentiation
pareto_type_2_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_RNG_HPP
3 
10 #include <boost/random/uniform_real_distribution.hpp>
11 #include <boost/random/variate_generator.hpp>
12 
13 namespace stan {
14 namespace math {
15 
37 template <typename T_loc, typename T_scale, typename T_shape, class RNG>
39 pareto_type_2_rng(const T_loc& mu, const T_scale& lambda, const T_shape& alpha,
40  RNG& rng) {
41  using boost::random::uniform_real_distribution;
42  using boost::variate_generator;
43  static const char* function = "pareto_type_2_rng";
44 
45  check_finite(function, "Location parameter", mu);
46  check_positive_finite(function, "Scale parameter", lambda);
47  check_positive_finite(function, "Shape parameter", alpha);
48  check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
49  lambda, "Shape Parameter", alpha);
50 
51  scalar_seq_view<T_loc> mu_vec(mu);
52  scalar_seq_view<T_scale> lambda_vec(lambda);
53  scalar_seq_view<T_shape> alpha_vec(alpha);
54  size_t N = max_size(mu, lambda, alpha);
56 
57  variate_generator<RNG&, uniform_real_distribution<> > uniform_rng(
58  rng, uniform_real_distribution<>(0.0, 1.0));
59  for (size_t n = 0; n < N; ++n)
60  output[n] = (std::pow(1.0 - uniform_rng(), -1.0 / alpha_vec[n]) - 1.0)
61  * lambda_vec[n]
62  + mu_vec[n];
63 
64  return output.data();
65 }
66 
67 } // namespace math
68 } // namespace stan
69 #endif
VectorBuilder< true, double, T_loc, T_scale, T_shape >::type pareto_type_2_rng(const T_loc &mu, const T_scale &lambda, const T_shape &alpha, RNG &rng)
Return a Pareto type 2 random variate for the given location, scale, and shape using the specified ra...
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...
VectorBuilder< true, double, T_alpha, T_beta >::type uniform_rng(const T_alpha &alpha, const T_beta &beta, RNG &rng)
Return a uniform random variate for the given upper and lower bounds using the specified random numbe...
Definition: uniform_rng.hpp:36
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.
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:16
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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