1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BETA_RNG_HPP 2 #define STAN_MATH_PRIM_SCAL_PROB_BETA_RNG_HPP 4 #include <boost/math/special_functions/gamma.hpp> 5 #include <boost/random/gamma_distribution.hpp> 6 #include <boost/random/uniform_real_distribution.hpp> 7 #include <boost/random/variate_generator.hpp> 44 using boost::variate_generator;
45 using boost::random::gamma_distribution;
46 using boost::random::uniform_real_distribution;
49 static const char*
function(
"beta_rng");
56 if (alpha > 1.0 && beta > 1.0) {
57 variate_generator<RNG&, gamma_distribution<> >
58 rng_gamma_alpha(rng, gamma_distribution<>(alpha, 1.0));
59 variate_generator<RNG&, gamma_distribution<> >
60 rng_gamma_beta(rng, gamma_distribution<>(beta, 1.0));
61 double a = rng_gamma_alpha();
62 double b = rng_gamma_beta();
65 variate_generator<RNG&, uniform_real_distribution<> >
66 uniform_rng(rng, uniform_real_distribution<>(0.0, 1.0));
67 variate_generator<RNG&, gamma_distribution<> >
68 rng_gamma_alpha(rng, gamma_distribution<>(alpha + 1, 1.0));
69 variate_generator<RNG&, gamma_distribution<> >
70 rng_gamma_beta(rng, gamma_distribution<>(beta + 1, 1.0));
74 return exp(log_a - log_sum);
fvar< T > log(const fvar< T > &x)
double beta_rng(double alpha, double beta, RNG &rng)
Return a pseudorandom Beta variate with the supplied success and failure parameters and specified ran...
fvar< T > log_sum_exp(const std::vector< fvar< T > > &v)
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
fvar< T > exp(const fvar< T > &x)
double uniform_rng(double alpha, double beta, RNG &rng)