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