Stan Math Library  2.12.0
reverse mode automatic differentiation
skew_normal_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_SKEW_NORMAL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_SKEW_NORMAL_RNG_HPP
3 
4 #include <boost/random/variate_generator.hpp>
5 #include <boost/math/distributions.hpp>
15 
16 namespace stan {
17  namespace math {
18 
19  template <class RNG>
20  inline double
21  skew_normal_rng(const double mu,
22  const double sigma,
23  const double alpha,
24  RNG& rng) {
25  boost::math::skew_normal_distribution<> dist(mu, sigma, alpha);
26 
27  static const char* function("skew_normal_rng");
28 
29  check_finite(function, "Location parameter", mu);
30  check_finite(function, "Shape parameter", alpha);
31  check_positive(function, "Scale parameter", sigma);
32 
33  return quantile(dist, uniform_rng(0.0, 1.0, rng));
34  }
35 
36  }
37 }
38 #endif
double skew_normal_rng(const double mu, const double sigma, const double alpha, RNG &rng)
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
double uniform_rng(const double alpha, const double beta, RNG &rng)
Definition: uniform_rng.hpp:20
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.

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