Stan Math Library  2.20.0
reverse mode automatic differentiation
pareto_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_PARETO_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_PARETO_RNG_HPP
3 
7 #include <boost/random/exponential_distribution.hpp>
8 #include <boost/random/variate_generator.hpp>
9 
10 namespace stan {
11 namespace math {
12 
31 template <typename T_shape, typename T_scale, class RNG>
33  const T_scale& y_min, const T_shape& alpha, RNG& rng) {
34  using boost::exponential_distribution;
35  using boost::variate_generator;
36 
37  static const char* function = "pareto_rng";
38 
39  check_positive_finite(function, "Scale parameter", y_min);
40  check_positive_finite(function, "Shape parameter", alpha);
41  check_consistent_sizes(function, "Scale Parameter", y_min, "Shape parameter",
42  alpha);
43 
44  scalar_seq_view<T_scale> y_min_vec(y_min);
45  scalar_seq_view<T_shape> alpha_vec(alpha);
46  size_t N = max_size(y_min, alpha);
48 
49  for (size_t n = 0; n < N; ++n) {
50  variate_generator<RNG&, exponential_distribution<> > exp_rng(
51  rng, exponential_distribution<>(alpha_vec[n]));
52  output[n] = y_min_vec[n] * std::exp(exp_rng());
53  }
54 
55  return output.data();
56 }
57 
58 } // namespace math
59 } // namespace stan
60 #endif
scalar_seq_view provides a uniform sequence-like wrapper around either a scalar or a sequence of scal...
VectorBuilder< true, double, T_shape, T_scale >::type pareto_rng(const T_scale &y_min, const T_shape &alpha, RNG &rng)
Return a Pareto random variate for the given shape and scale parameters using the specified random nu...
Definition: pareto_rng.hpp:32
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)
Definition: exp.hpp:11
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.
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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