Stan Math Library  2.14.0
reverse mode automatic differentiation
cauchy_rng.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_CAUCHY_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_CAUCHY_RNG_HPP
3 
4 #include <boost/random/cauchy_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
15 
16 namespace stan {
17  namespace math {
18 
19  template <class RNG>
20  inline double
21  cauchy_rng(double mu,
22  double sigma,
23  RNG& rng) {
24  using boost::variate_generator;
25  using boost::random::cauchy_distribution;
26 
27  static const char* function("cauchy_rng");
28 
29  check_finite(function, "Location parameter", mu);
30  check_positive_finite(function, "Scale parameter", sigma);
31 
32  variate_generator<RNG&, cauchy_distribution<> >
33  cauchy_rng(rng, cauchy_distribution<>(mu, sigma));
34  return cauchy_rng();
35  }
36 
37  }
38 }
39 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
double cauchy_rng(double mu, double sigma, RNG &rng)
Definition: cauchy_rng.hpp:21
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.

     [ Stan Home Page ] © 2011–2016, Stan Development Team.