Stan Math Library  2.14.0
reverse mode automatic differentiation
pareto_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_PARETO_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_PARETO_RNG_HPP
3 
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
14 
15 namespace stan {
16  namespace math {
17 
18  template <class RNG>
19  inline double
20  pareto_rng(double y_min,
21  double alpha,
22  RNG& rng) {
23  using boost::variate_generator;
24  using boost::exponential_distribution;
25 
26  static const char* function("pareto_rng");
27 
28  check_positive_finite(function, "Scale parameter", y_min);
29  check_positive_finite(function, "Shape parameter", alpha);
30 
31  variate_generator<RNG&, exponential_distribution<> >
32  exp_rng(rng, exponential_distribution<>(alpha));
33  return y_min * std::exp(exp_rng());
34  }
35 
36  }
37 }
38 #endif
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
double pareto_rng(double y_min, double alpha, RNG &rng)
Definition: pareto_rng.hpp:20

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