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 
9 #include <boost/random/exponential_distribution.hpp>
10 #include <boost/random/variate_generator.hpp>
11 
12 namespace stan {
13 namespace math {
14 
15 /**
16  * Return a Pareto random variate for the given shape and scale
17  * parameters using the specified random number generator.
18  *
19  * y_min and alpha can each be a scalar or a one-dimensional container. Any
20  * non-scalar inputs must be the same size.
21  *
22  * @tparam T_scale Type of scale parameter
23  * @tparam T_shape Type of shape parameter
24  * @tparam RNG type of random number generator
25  * @param y_min (Sequence of) positive scale parameter(s)
26  * @param alpha (Sequence of) positive shape parameter(s)
27  * @param rng random number generator
28  * @return (Sequence of) Pareto random variate(s)
29  * @throw std::domain_error if y_min or alpha 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  const T_scale& y_min, const T_shape& alpha, RNG& rng) {
36  using boost::exponential_distribution;
37  using boost::variate_generator;
38 
39  static const char* function = "pareto_rng";
40 
41  check_positive_finite(function, "Scale parameter", y_min);
42  check_positive_finite(function, "Shape parameter", alpha);
43  check_consistent_sizes(function, "Scale Parameter", y_min, "Shape parameter",
44  alpha);
45 
46  scalar_seq_view<T_scale> y_min_vec(y_min);
47  scalar_seq_view<T_shape> alpha_vec(alpha);
48  size_t N = max_size(y_min, alpha);
50 
51  for (size_t n = 0; n < N; ++n) {
52  variate_generator<RNG&, exponential_distribution<> > exp_rng(
53  rng, exponential_distribution<>(alpha_vec[n]));
54  output[n] = y_min_vec[n] * std::exp(exp_rng());
55  }
56 
57  return output.data();
58 }
59 
60 } // namespace math
61 } // namespace stan
62 #endif
ofstream output
VectorBuilder< true, double, T_shape, T_scale >::type pareto_rng(const T_scale &y_min, const T_shape &alpha, RNG &rng)
Definition: pareto_rng.hpp:34
void check_positive_finite(const char *function, const char *name, const T_y &y)
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
size_t max_size(const T1 &x1, const T2 &x2)
Definition: max_size.hpp:9
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)