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poisson_log_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_RNG_HPP
3
4 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
5 #include <stan/math/prim/scal/err/check_less.hpp>
6 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
7 #include <stan/math/prim/scal/err/check_not_nan.hpp>
8 #include <stan/math/prim/scal/fun/constants.hpp>
9 #include <stan/math/prim/scal/fun/multiply_log.hpp>
10 #include <stan/math/prim/scal/fun/gamma_q.hpp>
11 #include <stan/math/prim/scal/fun/value_of.hpp>
12 #include <boost/random/poisson_distribution.hpp>
13 #include <boost/random/variate_generator.hpp>
14 #include <limits>
15
16 namespace stan {
17 namespace math {
18
19 template <class RNG>
20 inline int
21 poisson_log_rng(const double alpha,
22 RNG& rng) {
23 using boost::variate_generator;
24 using boost::random::poisson_distribution;
25
26 static const char* function("poisson_log_rng");
27 static const double POISSON_MAX_LOG_RATE = 30 * std::log(2);
28
29 using std::exp;
30
31 check_not_nan(function, "Log rate parameter", alpha);
32 check_less(function, "Log rate parameter", alpha, POISSON_MAX_LOG_RATE);
33
34 variate_generator<RNG&, poisson_distribution<> >
35 poisson_rng(rng, poisson_distribution<>(exp(alpha)));
36 return poisson_rng();
37 }
38
39 }
40 }
41 #endif
check_not_nan.hpp
stan::math::check_less
bool check_less(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is strictly less than high.
Definition: check_less.hpp:81
stan::math::check_not_nan
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
Definition: check_not_nan.hpp:60
stan
Definition: log_sum_exp.hpp:8
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
gamma_q.hpp
multiply_log.hpp
check_nonnegative.hpp
stan::math::exp
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
stan::math::poisson_log_rng
int poisson_log_rng(const double alpha, RNG &rng)
Definition: poisson_log_rng.hpp:21
constants.hpp
stan::math::poisson_rng
int poisson_rng(const double lambda, RNG &rng)
Definition: poisson_rng.hpp:22
value_of.hpp
check_less.hpp
check_consistent_sizes.hpp

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