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reverse mode automatic differentiation
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multinomial_rng.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_PROB_MULTINOMIAL_RNG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_MULTINOMIAL_RNG_HPP
3 
12 #include <boost/math/special_functions/gamma.hpp>
13 #include <boost/random/uniform_01.hpp>
14 #include <boost/random/variate_generator.hpp>
15 #include <vector>
16 
17 namespace stan {
18 
19  namespace math {
20 
21  template <class RNG>
22  inline std::vector<int>
23  multinomial_rng(const Eigen::Matrix<double, Eigen::Dynamic, 1>& theta,
24  const int N,
25  RNG& rng) {
26  static const char* function("stan::math::multinomial_rng");
29 
30  check_simplex(function, "Probabilites parameter", theta);
31  check_positive(function, "number of trials variables", N);
32 
33  std::vector<int> result(theta.size(), 0);
34  double mass_left = 1.0;
35  int n_left = N;
36  for (int k = 0; n_left > 0 && k < theta.size(); ++k) {
37  double p = theta[k] / mass_left;
38  if (p > 1.0) p = 1.0;
39  result[k] = binomial_rng(n_left, p, rng);
40  n_left -= result[k];
41  mass_left -= theta[k];
42  }
43  return result;
44  }
45 
46 
47  }
48 }
49 #endif
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
std::vector< int > multinomial_rng(const Eigen::Matrix< double, Eigen::Dynamic, 1 > &theta, const int N, RNG &rng)
bool check_simplex(const char *function, const char *name, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
Return true if the specified vector is simplex.
int binomial_rng(const int N, const double theta, RNG &rng)

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