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