Stan Math Library  2.15.0
reverse mode automatic differentiation
gamma_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GAMMA_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GAMMA_RNG_HPP
3 
4 #include <boost/random/gamma_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
22 
23 namespace stan {
24  namespace math {
25 
26  template <class RNG>
27  inline double
28  gamma_rng(double alpha,
29  double beta,
30  RNG& rng) {
31  using boost::variate_generator;
32  using boost::gamma_distribution;
33 
34  static const char* function("gamma_rng");
35  check_positive_finite(function, "Shape parameter", alpha);
36  check_positive_finite(function, "Inverse scale parameter", beta);
37 
38  /*
39  the boost gamma distribution is defined by
40  shape and scale, whereas the stan one is defined
41  by shape and rate
42  */
43  variate_generator<RNG&, gamma_distribution<> >
44  gamma_rng(rng, gamma_distribution<>(alpha, 1.0 / beta));
45  return gamma_rng();
46  }
47 
48  }
49 }
50 #endif
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
double gamma_rng(double alpha, double beta, RNG &rng)
Definition: gamma_rng.hpp:28

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