Stan Math Library  2.10.0
reverse mode automatic differentiation
pareto_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_PARETO_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_PARETO_RNG_HPP
3 
4 #include <boost/random/exponential_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
14 
15 
16 namespace stan {
17  namespace math {
18 
19  template <class RNG>
20  inline double
21  pareto_rng(const double y_min,
22  const double alpha,
23  RNG& rng) {
24  using boost::variate_generator;
25  using boost::exponential_distribution;
26 
27  static const char* function("stan::math::pareto_rng");
28 
30 
31  check_positive_finite(function, "Scale parameter", y_min);
32  check_positive_finite(function, "Shape parameter", alpha);
33 
34  variate_generator<RNG&, exponential_distribution<> >
35  exp_rng(rng, exponential_distribution<>(alpha));
36  return y_min * std::exp(exp_rng());
37  }
38  }
39 }
40 #endif
double pareto_rng(const double y_min, const double alpha, RNG &rng)
Definition: pareto_rng.hpp:21
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
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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