Stan Math Library  2.15.0
reverse mode automatic differentiation
neg_binomial_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_NEG_BINOMIAL_RNG_HPP
3 
4 #include <boost/math/special_functions/digamma.hpp>
5 #include <boost/random/negative_binomial_distribution.hpp>
6 #include <boost/random/variate_generator.hpp>
22 
23 namespace stan {
24  namespace math {
25 
26  template <class RNG>
27  inline int
28  neg_binomial_rng(double alpha,
29  double beta,
30  RNG& rng) {
31  using boost::variate_generator;
32  using boost::random::negative_binomial_distribution;
33  using boost::random::poisson_distribution;
34  using boost::gamma_distribution;
35 
36  static const char* function("neg_binomial_rng");
37 
38  // gamma_rng params must be positive and finite
39  check_positive_finite(function, "Shape parameter", alpha);
40  check_positive_finite(function, "Inverse scale parameter", beta);
41 
42  double rng_from_gamma =
43  variate_generator<RNG&, gamma_distribution<> >
44  (rng, gamma_distribution<>(alpha, 1.0 / beta))();
45 
46  // same as the constraints for poisson_rng
47  check_less(function,
48  "Random number that came from gamma distribution",
49  rng_from_gamma, POISSON_MAX_RATE);
50  check_not_nan(function,
51  "Random number that came from gamma distribution",
52  rng_from_gamma);
53  check_nonnegative(function,
54  "Random number that came from gamma distribution",
55  rng_from_gamma);
56 
57  return variate_generator<RNG&, poisson_distribution<> >
58  (rng, poisson_distribution<>(rng_from_gamma))();
59  }
60 
61  }
62 }
63 #endif
int neg_binomial_rng(double alpha, double beta, RNG &rng)
void check_nonnegative(const char *function, const char *name, const T_y &y)
Check if y is non-negative.
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
const double POISSON_MAX_RATE
Largest rate parameter allowed in Poisson RNG.
Definition: constants.hpp:71
void check_less(const char *function, const char *name, const T_y &y, const T_high &high)
Check if y is strictly less than high.
Definition: check_less.hpp:78

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