Stan Math Library  2.12.0
reverse mode automatic differentiation
beta_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_BETA_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_BETA_RNG_HPP
3 
4 #include <boost/math/special_functions/gamma.hpp>
5 #include <boost/random/gamma_distribution.hpp>
6 #include <boost/random/variate_generator.hpp>
22 
23 namespace stan {
24  namespace math {
25 
26  template <class RNG>
27  inline double
28  beta_rng(const double alpha,
29  const double beta,
30  RNG& rng) {
31  using boost::variate_generator;
32  using boost::random::gamma_distribution;
33  static const char* function("beta_rng");
34  check_positive_finite(function, "First shape parameter", alpha);
35  check_positive_finite(function, "Second shape parameter", beta);
36 
37  variate_generator<RNG&, gamma_distribution<> >
38  rng_gamma_alpha(rng, gamma_distribution<>(alpha, 1.0));
39  variate_generator<RNG&, gamma_distribution<> >
40  rng_gamma_beta(rng, gamma_distribution<>(beta, 1.0));
41  double a = rng_gamma_alpha();
42  double b = rng_gamma_beta();
43  return a / (a + b);
44  }
45 
46  }
47 }
48 #endif
double beta_rng(const double alpha, const double beta, RNG &rng)
Definition: beta_rng.hpp:28
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.

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