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double_exponential_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_RNG_HPP
3
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
6 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
7 #include <stan/math/prim/scal/err/check_finite.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/value_of.hpp>
11 #include <stan/math/prim/scal/fun/log1m.hpp>
12
13 #include <stan/math/prim/scal/fun/constants.hpp>
14 #include <stan/math/prim/scal/meta/include_summand.hpp>
15 #include <stan/math/prim/scal/fun/sign.hpp>
16
17 namespace stan {
18
19 namespace math {
20
21 template <class RNG>
22 inline double
23 double_exponential_rng(const double mu,
24 const double sigma,
25 RNG& rng) {
26 static const char* function("stan::math::double_exponential_rng");
27
28 using boost::variate_generator;
29 using boost::random::uniform_01;
30 using std::log;
31 using std::abs;
32 using stan::math::check_finite;
33 using stan::math::check_positive_finite;
34 using stan::math::log1m;
35
36 check_finite(function, "Location parameter", mu);
37 check_positive_finite(function, "Scale parameter", sigma);
38
39 variate_generator<RNG&, uniform_01<> >
40 rng_unit_01(rng, uniform_01<>());
41 double a = 0;
42 double laplaceRN = rng_unit_01();
43 if (0.5 - laplaceRN > 0)
44 a = 1.0;
45 else if (0.5 - laplaceRN < 0)
46 a = -1.0;
47 return mu - sigma * a * log1m(2 * abs(0.5 - laplaceRN));
48 }
49 }
50 }
51 #endif
check_not_nan.hpp
stan::math::abs
fvar< T > abs(const fvar< T > &x)
Definition: abs.hpp:15
check_positive_finite.hpp
stan
Definition: log_sum_exp.hpp:8
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
include_summand.hpp
log1m.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:62
constants.hpp
sign.hpp
check_finite.hpp
value_of.hpp
stan::math::double_exponential_rng
double double_exponential_rng(const double mu, const double sigma, RNG &rng)
Definition: double_exponential_rng.hpp:23
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
stan::math::log1m
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:16

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