Stan Math Library  2.15.0
reverse mode automatic differentiation
cauchy_rng.hpp
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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 
30  template <class RNG>
31  inline double
32  cauchy_rng(double mu,
33  double sigma,
34  RNG& rng) {
35  using boost::variate_generator;
36  using boost::random::cauchy_distribution;
37 
38  static const char* function("cauchy_rng");
39 
40  check_finite(function, "Location parameter", mu);
41  check_positive_finite(function, "Scale parameter", sigma);
42 
43  variate_generator<RNG&, cauchy_distribution<> >
44  cauchy_rng(rng, cauchy_distribution<>(mu, sigma));
45  return cauchy_rng();
46  }
47 
48  }
49 }
50 #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)
Return a pseudorandom Cauchy variate for the given location and scale using the specified random numb...
Definition: cauchy_rng.hpp:32
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.

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