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beta_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BETA_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BETA_RNG_HPP
3 
4 #include <boost/math/special_functions/gamma.hpp>
5 #include <boost/random/gamma_distribution.hpp>
6 #include <boost/random/variate_generator.hpp>
23 
24 namespace stan {
25 
26  namespace math {
27 
28  template <class RNG>
29  inline double
30  beta_rng(const double alpha,
31  const double beta,
32  RNG& rng) {
33  using boost::variate_generator;
34  using boost::random::gamma_distribution;
35  // Error checks
36  static const char* function("stan::math::beta_rng");
37 
39 
40  check_positive_finite(function, "First shape parameter", alpha);
41  check_positive_finite(function, "Second shape parameter", beta);
42 
43  variate_generator<RNG&, gamma_distribution<> >
44  rng_gamma_alpha(rng, gamma_distribution<>(alpha, 1.0));
45  variate_generator<RNG&, gamma_distribution<> >
46  rng_gamma_beta(rng, gamma_distribution<>(beta, 1.0));
47  double a = rng_gamma_alpha();
48  double b = rng_gamma_beta();
49  return a / (a + b);
50  }
51 
52  }
53 }
54 #endif
double beta_rng(const double alpha, const double beta, RNG &rng)
Definition: beta_rng.hpp:30
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.

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