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rayleigh_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_RNG_HPP
3
4 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
5 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
6 #include <stan/math/prim/scal/err/check_not_nan.hpp>
7 #include <stan/math/prim/scal/err/check_positive.hpp>
8 #include <stan/math/prim/scal/fun/log1m.hpp>
9 #include <stan/math/prim/scal/fun/square.hpp>
10 #include <stan/math/prim/scal/fun/value_of.hpp>
11 #include <stan/math/prim/scal/meta/length.hpp>
12 #include <stan/math/prim/scal/fun/constants.hpp>
13 #include <stan/math/prim/scal/meta/include_summand.hpp>
14 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
15 #include <boost/random/uniform_real_distribution.hpp>
16 #include <boost/random/variate_generator.hpp>
17
18 namespace stan {
19 namespace math {
20
21 template <class RNG>
22 inline double
23 rayleigh_rng(const double sigma,
24 RNG& rng) {
25 using boost::variate_generator;
26 using boost::random::uniform_real_distribution;
27
28 static const char* function("rayleigh_rng");
29
30 check_positive(function, "Scale parameter", sigma);
31
32 variate_generator<RNG&, uniform_real_distribution<> >
33 uniform_rng(rng, uniform_real_distribution<>(0.0, 1.0));
34 return sigma * std::sqrt(-2.0 * std::log(uniform_rng()));
35 }
36
37 }
38 }
39 #endif
check_not_nan.hpp
stan::math::sqrt
fvar< T > sqrt(const fvar< T > &x)
Definition: sqrt.hpp:14
check_positive.hpp
stan
Definition: log_sum_exp.hpp:8
stan::math::rayleigh_rng
double rayleigh_rng(const double sigma, RNG &rng)
Definition: rayleigh_rng.hpp:23
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
square.hpp
include_summand.hpp
check_nonnegative.hpp
stan::math::check_positive
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
Definition: check_positive.hpp:66
stan::math::uniform_rng
double uniform_rng(const double alpha, const double beta, RNG &rng)
Definition: uniform_rng.hpp:20
VectorBuilder.hpp
log1m.hpp
length.hpp
constants.hpp
value_of.hpp
check_consistent_sizes.hpp

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