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