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categorical_rng.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_PROB_CATEGORICAL_RNG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_CATEGORICAL_RNG_HPP
3
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
6 #include <stan/math/prim/mat/err/check_simplex.hpp>
7 #include <stan/math/prim/scal/err/check_bounded.hpp>
8 #include <stan/math/prim/scal/fun/value_of.hpp>
9 #include <stan/math/prim/mat/fun/sum.hpp>
10 #include <stan/math/prim/mat/meta/index_type.hpp>
11 #include <stan/math/prim/scal/fun/constants.hpp>
12 #include <stan/math/prim/scal/meta/include_summand.hpp>
13
14 namespace stan {
15 namespace math {
16
17 template <class RNG>
18 inline int
19 categorical_rng(const Eigen::Matrix<double, Eigen::Dynamic, 1>& theta,
20 RNG& rng) {
21 using boost::variate_generator;
22 using boost::uniform_01;
23
24 static const char* function("categorical_rng");
25
26 check_simplex(function, "Probabilities parameter", theta);
27
28 variate_generator<RNG&, uniform_01<> >
29 uniform01_rng(rng, uniform_01<>());
30
31 Eigen::VectorXd index(theta.rows());
32 index.setZero();
33
34 for (int i = 0; i < theta.rows(); i++) {
35 for (int j = i; j < theta.rows(); j++)
36 index(j) += theta(i, 0);
37 }
38
39 double c = uniform01_rng();
40 int b = 0;
41 while (c > index(b, 0))
42 b++;
43 return b + 1;
44 }
45 }
46 }
47 #endif
check_simplex.hpp
stan
Definition: log_sum_exp.hpp:8
include_summand.hpp
stan::math::categorical_rng
int categorical_rng(const Eigen::Matrix< double, Eigen::Dynamic, 1 > &theta, RNG &rng)
Definition: categorical_rng.hpp:19
index_type.hpp
check_bounded.hpp
constants.hpp
sum.hpp
stan::math::check_simplex
bool check_simplex(const char *function, const char *name, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
Return true if the specified vector is simplex.
Definition: check_simplex.hpp:40
value_of.hpp

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