frechet_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_FRECHET_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_FRECHET_RNG_HPP
3 
9 #include <boost/random/weibull_distribution.hpp>
10 #include <boost/random/variate_generator.hpp>
11 
12 namespace stan {
13 namespace math {
14 /**
15  * Return a pseudorandom Frechet variate for the given shape
16  * and scale parameters using the specified random number generator.
17  *
18  * alpha and sigma can each be a scalar or a one-dimensional container. Any
19  * non-scalar inputs must be the same size.
20  *
21  * @tparam T_shape Type of shape parameter
22  * @tparam T_scale Type of scale parameter
23  * @tparam RNG type of random number generator
24  * @param alpha (Sequence of) positive shape parameter(s)
25  * @param sigma (Sequence of) positive scale parameter(s)
26  * @param rng random number generator
27  * @return (Sequence of) Frechet random variate(s)
28  * @throw std::domain_error if alpha is nonpositive or sigma is nonpositive
29  * @throw std::invalid_argument if non-scalar arguments are of different
30  * sizes
31  */
32 template <typename T_shape, typename T_scale, class RNG>
34  const T_shape& alpha, const T_scale& sigma, RNG& rng) {
35  using boost::random::weibull_distribution;
36  using boost::variate_generator;
37 
38  static const char* function = "frechet_rng";
39 
40  check_positive_finite(function, "Shape parameter", alpha);
41  check_positive_finite(function, "Scale parameter", sigma);
42  check_consistent_sizes(function, "Shape parameter", alpha, "Scale Parameter",
43  sigma);
44 
45  scalar_seq_view<T_shape> alpha_vec(alpha);
46  scalar_seq_view<T_scale> sigma_vec(sigma);
47  size_t N = max_size(alpha, sigma);
49 
50  for (size_t n = 0; n < N; ++n) {
51  variate_generator<RNG&, weibull_distribution<> > weibull_rng(
52  rng, weibull_distribution<>(alpha_vec[n], 1.0 / sigma_vec[n]));
53  output[n] = 1 / weibull_rng();
54  }
55 
56  return output.data();
57 }
58 
59 } // namespace math
60 } // namespace stan
61 #endif
ofstream output
void check_positive_finite(const char *function, const char *name, const T_y &y)
double sigma(TH1F *hist, double percentile)
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
VectorBuilder< true, double, T_shape, T_scale >::type frechet_rng(const T_shape &alpha, const T_scale &sigma, RNG &rng)
Definition: frechet_rng.hpp:33
VectorBuilder< true, double, T_shape, T_scale >::type weibull_rng(const T_shape &alpha, const T_scale &sigma, RNG &rng)
Definition: weibull_rng.hpp:34
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)