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inv_gamma_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_INV_GAMMA_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_INV_GAMMA_RNG_HPP
3
4 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
5 #include <stan/math/prim/scal/err/check_greater_or_equal.hpp>
6 #include <stan/math/prim/scal/err/check_less_or_equal.hpp>
7 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
8 #include <stan/math/prim/scal/err/check_not_nan.hpp>
9 #include <stan/math/prim/scal/err/check_positive_finite.hpp>
10 #include <stan/math/prim/scal/fun/constants.hpp>
11 #include <stan/math/prim/scal/fun/value_of.hpp>
12 #include <stan/math/prim/scal/fun/lgamma.hpp>
13 #include <stan/math/prim/scal/fun/gamma_q.hpp>
14 #include <stan/math/prim/scal/fun/digamma.hpp>
15 #include <stan/math/prim/scal/meta/length.hpp>
16 #include <stan/math/prim/scal/meta/VectorView.hpp>
17 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
18 #include <stan/math/prim/scal/meta/return_type.hpp>
19 #include <stan/math/prim/scal/fun/grad_reg_inc_gamma.hpp>
20 #include <stan/math/prim/scal/meta/include_summand.hpp>
21 #include <boost/random/gamma_distribution.hpp>
22 #include <boost/random/variate_generator.hpp>
23
24 namespace stan {
25 namespace math {
26
27 template <class RNG>
28 inline double
29 inv_gamma_rng(const double alpha,
30 const double beta,
31 RNG& rng) {
32 using boost::variate_generator;
33 using boost::random::gamma_distribution;
34
35 static const char* function("inv_gamma_rng");
36
37 check_positive_finite(function, "Shape parameter", alpha);
38 check_positive_finite(function, "Scale parameter", beta);
39
40 variate_generator<RNG&, gamma_distribution<> >
41 gamma_rng(rng, gamma_distribution<>(alpha, 1 / beta));
42 return 1 / gamma_rng();
43 }
44
45 }
46 }
47 #endif
check_not_nan.hpp
stan::math::gamma_rng
double gamma_rng(const double alpha, const double beta, RNG &rng)
Definition: gamma_rng.hpp:29
lgamma.hpp
check_positive_finite.hpp
stan
Definition: log_sum_exp.hpp:8
digamma.hpp
return_type.hpp
gamma_q.hpp
include_summand.hpp
check_nonnegative.hpp
check_less_or_equal.hpp
stan::math::inv_gamma_rng
double inv_gamma_rng(const double alpha, const double beta, RNG &rng)
Definition: inv_gamma_rng.hpp:29
VectorView.hpp
VectorBuilder.hpp
length.hpp
grad_reg_inc_gamma.hpp
constants.hpp
check_greater_or_equal.hpp
value_of.hpp
check_consistent_sizes.hpp
stan::math::check_positive_finite
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
Definition: check_positive_finite.hpp:28

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