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ordered_logistic_rng.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_PROB_ORDERED_LOGISTIC_RNG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_ORDERED_LOGISTIC_RNG_HPP
3
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
6 #include <stan/math/prim/scal/fun/inv_logit.hpp>
7 #include <stan/math/prim/scal/fun/log1p_exp.hpp>
8 #include <stan/math/prim/scal/err/check_bounded.hpp>
9 #include <stan/math/prim/scal/err/check_finite.hpp>
10 #include <stan/math/prim/scal/err/check_greater.hpp>
11 #include <stan/math/prim/scal/err/check_less.hpp>
12 #include <stan/math/prim/scal/err/check_less_or_equal.hpp>
13 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
14 #include <stan/math/prim/scal/err/check_positive.hpp>
15 #include <stan/math/prim/scal/fun/constants.hpp>
16 #include <stan/math/prim/mat/prob/categorical_rng.hpp>
17
18 namespace stan {
19 namespace math {
20
21 template <class RNG>
22 inline int
23 ordered_logistic_rng(const double eta,
24 const Eigen::Matrix<double, Eigen::Dynamic, 1>& c,
25 RNG& rng) {
26 using boost::variate_generator;
27
28 static const char* function("ordered_logistic");
29
30 check_finite(function, "Location parameter", eta);
31 check_greater(function, "Size of cut points parameter", c.size(), 0);
32 for (int i = 1; i < c.size(); ++i) {
33 check_greater(function, "Cut points parameter", c(i), c(i - 1));
34 }
35 check_finite(function, "Cut points parameter", c(c.size()-1));
36 check_finite(function, "Cut points parameter", c(0));
37
38 Eigen::VectorXd cut(c.rows()+1);
39 cut(0) = 1 - inv_logit(eta - c(0));
40 for (int j = 1; j < c.rows(); j++)
41 cut(j) = inv_logit(eta - c(j - 1)) - inv_logit(eta - c(j));
42 cut(c.rows()) = inv_logit(eta - c(c.rows() - 1));
43
44 return categorical_rng(cut, rng);
45 }
46
47 }
48 }
49 #endif
check_positive.hpp
stan
Definition: log_sum_exp.hpp:8
stan::math::inv_logit
fvar< T > inv_logit(const fvar< T > &x)
Definition: inv_logit.hpp:14
check_greater.hpp
check_nonnegative.hpp
stan::math::categorical_rng
int categorical_rng(const Eigen::Matrix< double, Eigen::Dynamic, 1 > &theta, RNG &rng)
Definition: categorical_rng.hpp:19
check_less_or_equal.hpp
check_bounded.hpp
stan::math::check_finite
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
Definition: check_finite.hpp:60
log1p_exp.hpp
constants.hpp
check_finite.hpp
stan::math::ordered_logistic_rng
int ordered_logistic_rng(const double eta, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &c, RNG &rng)
Definition: ordered_logistic_rng.hpp:23
categorical_rng.hpp
inv_logit.hpp
check_less.hpp
stan::math::check_greater
bool check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Return true if y is strictly greater than low.
Definition: check_greater.hpp:84

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