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logistic_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_RNG_HPP
3 
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
21 
22 namespace stan {
23  namespace math {
24 
25  template <class RNG>
26  inline double
27  logistic_rng(const double mu,
28  const double sigma,
29  RNG& rng) {
30  using boost::variate_generator;
31  using boost::random::exponential_distribution;
32 
33  static const char* function("stan::math::logistic_rng");
34 
37 
38  check_finite(function, "Location parameter", mu);
39  check_positive_finite(function, "Scale parameter", sigma);
40 
41  variate_generator<RNG&, exponential_distribution<> >
42  exp_rng(rng, exponential_distribution<>(1));
43  return mu - sigma * std::log(exp_rng() / exp_rng());
44  }
45  }
46 }
47 #endif
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
double logistic_rng(const double mu, const double sigma, RNG &rng)
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
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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