skew_normal_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_SKEW_NORMAL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_SKEW_NORMAL_RNG_HPP
3 
10 #include <boost/random/normal_distribution.hpp>
11 #include <boost/random/variate_generator.hpp>
12 
13 namespace stan {
14 namespace math {
15 
16 /**
17  * Return a Skew-normal random variate for the given location, scale,
18  * and shape using the specified random number generator.
19  *
20  * mu, sigma, and alpha can each be a scalar or a one-dimensional container. Any
21  * non-scalar inputs must be the same size.
22  *
23  * @tparam T_loc Type of location parameter
24  * @tparam T_scale Type of scale parameter
25  * @tparam T_shape Type of shape parameter
26  * @tparam RNG type of random number generator
27  * @param mu (Sequence of) location parameter(s)
28  * @param sigma (Sequence of) scale parameter(s)
29  * @param alpha (Sequence of) shape parameter(s)
30  * @param rng random number generator
31  * @return (Sequence of) Skew-normal random variate(s)
32  * @throw std::domain_error if mu is infinite, sigma is nonpositive, or
33  * alpha is infinite
34  * @throw std::invalid_argument if non-scalar arguments are of different
35  * sizes
36  */
37 template <typename T_loc, typename T_scale, typename T_shape, class RNG>
39 skew_normal_rng(const T_loc& mu, const T_scale& sigma, const T_shape& alpha,
40  RNG& rng) {
41  using boost::random::normal_distribution;
42  using boost::variate_generator;
43  static const char* function = "skew_normal_rng";
44 
45  check_finite(function, "Location parameter", mu);
46  check_positive_finite(function, "Scale parameter", sigma);
47  check_finite(function, "Shape parameter", alpha);
48  check_consistent_sizes(function, "Location parameter", mu, "Scale Parameter",
49  sigma, "Shape Parameter", alpha);
50 
51  scalar_seq_view<T_loc> mu_vec(mu);
52  scalar_seq_view<T_scale> sigma_vec(sigma);
53  scalar_seq_view<T_shape> alpha_vec(alpha);
54  size_t N = max_size(mu, sigma, alpha);
56 
57  variate_generator<RNG&, normal_distribution<> > norm_rng(
58  rng, normal_distribution<>(0, 1));
59  for (size_t n = 0; n < N; ++n) {
60  double r1 = norm_rng();
61  double r2 = norm_rng();
62 
63  if (r2 > alpha_vec[n] * r1)
64  r1 = -r1;
65 
66  output[n] = mu_vec[n] + sigma_vec[n] * r1;
67  }
68 
69  return output.data();
70 }
71 
72 } // namespace math
73 } // namespace stan
74 #endif
ofstream output
void check_finite(const char *function, const char *name, const T_y &y)
VectorBuilder< true, double, T_loc, T_scale, T_shape >::type skew_normal_rng(const T_loc &mu, const T_scale &sigma, const T_shape &alpha, RNG &rng)
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
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)