Stan Math Library  2.10.0
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 
25  namespace math {
26 
27  template <class RNG>
28  inline int
29  neg_binomial_rng(const double alpha,
30  const double beta,
31  RNG& rng) {
32  using boost::variate_generator;
33  using boost::random::negative_binomial_distribution;
34  using boost::random::poisson_distribution;
35  using boost::gamma_distribution;
36 
37  static const char* function("stan::math::neg_binomial_rng");
38 
39  // gamma_rng params must be positive and finite
40  check_positive_finite(function, "Shape parameter", alpha);
41  check_positive_finite(function, "Inverse scale parameter", beta);
42 
43  double rng_from_gamma =
44  variate_generator<RNG&, gamma_distribution<> >
45  (rng, gamma_distribution<>(alpha, 1.0 / beta))();
46 
47  // same as the constraints for poisson_rng
48  check_less(function,
49  "Random number that came from gamma distribution",
50  rng_from_gamma, POISSON_MAX_RATE);
51  check_not_nan(function,
52  "Random number that came from gamma distribution",
53  rng_from_gamma);
54  check_nonnegative(function,
55  "Random number that came from gamma distribution",
56  rng_from_gamma);
57 
58  return variate_generator<RNG&, poisson_distribution<> >
59  (rng, poisson_distribution<>(rng_from_gamma))();
60  }
61  }
62 }
63 #endif
bool check_less(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is strictly less than high.
Definition: check_less.hpp:81
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
int neg_binomial_rng(const double alpha, const double beta, RNG &rng)
const double POISSON_MAX_RATE
Largest rate parameter allowed in Poisson RNG.
Definition: constants.hpp:72
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
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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