Stan Math Library  2.14.0
reverse mode automatic differentiation
neg_binomial_2_log_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_2_LOG_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_2_LOG_RNG_HPP
3 
4 #include <boost/math/special_functions/digamma.hpp>
5 #include <boost/random/negative_binomial_distribution.hpp>
6 #include <boost/random/variate_generator.hpp>
21 
22 namespace stan {
23  namespace math {
24 
25  template <class RNG>
26  inline int
28  double phi,
29  RNG& rng) {
30  using boost::variate_generator;
31  using boost::random::negative_binomial_distribution;
32  using boost::random::poisson_distribution;
33  using boost::gamma_distribution;
34 
35  static const char* function("neg_binomial_2_log_rng");
36 
37  check_finite(function, "Log-location parameter", eta);
38  check_positive_finite(function, "Precision parameter", phi);
39 
40  double exp_eta_div_phi = std::exp(eta)/phi;
41 
42  // gamma_rng params must be positive and finite
43  check_positive_finite(function,
44  "Exponential of the log-location parameter "
45  "divided by the precision parameter",
46  exp_eta_div_phi);
47 
48  double rng_from_gamma =
49  variate_generator<RNG&, gamma_distribution<> >
50  (rng, gamma_distribution<>(phi, exp_eta_div_phi))();
51 
52  // same as the constraints for poisson_rng
53  check_less(function,
54  "Random number that came from gamma distribution",
55  rng_from_gamma, POISSON_MAX_RATE);
56  check_not_nan(function,
57  "Random number that came from gamma distribution",
58  rng_from_gamma);
59  check_nonnegative(function,
60  "Random number that came from gamma distribution",
61  rng_from_gamma);
62 
63  return variate_generator<RNG&, poisson_distribution<> >
64  (rng, poisson_distribution<>(rng_from_gamma))();
65  }
66 
67  }
68 }
69 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
int neg_binomial_2_log_rng(double eta, double phi, RNG &rng)
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
const double POISSON_MAX_RATE
Largest rate parameter allowed in Poisson RNG.
Definition: constants.hpp:71
void check_less(const char *function, const char *name, const T_y &y, const T_high &high)
Check if y is strictly less than high.
Definition: check_less.hpp:78

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