Stan Math Library  2.15.0
reverse mode automatic differentiation
pareto_type_2_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_RNG_HPP
3 
4 #include <boost/random/variate_generator.hpp>
15 
16 namespace stan {
17  namespace math {
18 
19  template <class RNG>
20  inline double
21  pareto_type_2_rng(double mu,
22  double lambda,
23  double alpha,
24  RNG& rng) {
25  static const char* function("pareto_type_2_rng");
26 
27  check_positive(function, "scale parameter", lambda);
28  double uniform_01 = uniform_rng(0.0, 1.0, rng);
29  return (std::pow(1.0 - uniform_01, -1.0 / alpha) - 1.0) * lambda + mu;
30  }
31 
32  }
33 }
34 #endif
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:17
double uniform_rng(double alpha, double beta, RNG &rng)
Definition: uniform_rng.hpp:20
double pareto_type_2_rng(double mu, double lambda, double alpha, RNG &rng)

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