Stan Math Library  2.20.0
reverse mode automatic differentiation
poisson_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_POISSON_RNG_HPP
3 
9 #include <boost/random/poisson_distribution.hpp>
10 #include <boost/random/variate_generator.hpp>
11 
12 namespace stan {
13 namespace math {
14 
28 template <typename T_rate, class RNG>
30  const T_rate& lambda, RNG& rng) {
31  using boost::random::poisson_distribution;
32  using boost::variate_generator;
33 
34  static const char* function = "poisson_rng";
35 
36  check_not_nan(function, "Rate parameter", lambda);
37  check_positive(function, "Rate parameter", lambda);
38  check_less(function, "Rate parameter", lambda, POISSON_MAX_RATE);
39 
40  scalar_seq_view<T_rate> lambda_vec(lambda);
41  size_t N = length(lambda);
43 
44  for (size_t n = 0; n < N; ++n) {
45  variate_generator<RNG&, poisson_distribution<> > poisson_rng(
46  rng, poisson_distribution<>(lambda_vec[n]));
47  output[n] = poisson_rng();
48  }
49 
50  return output.data();
51 }
52 
53 } // namespace math
54 } // namespace stan
55 #endif
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
VectorBuilder< true, int, T_rate >::type poisson_rng(const T_rate &lambda, RNG &rng)
Return a Poisson random variate with specified rate parameter using the given random number generator...
Definition: poisson_rng.hpp:29
size_t length(const std::vector< T > &x)
Returns the length of the provided std::vector.
Definition: length.hpp:16
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
const double POISSON_MAX_RATE
Largest rate parameter allowed in Poisson RNG.
Definition: constants.hpp:73
VectorBuilder allocates type T1 values to be used as intermediate values.
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
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.
Definition: check_less.hpp:63

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