Stan Math Library  2.12.0
reverse mode automatic differentiation
scaled_inv_chi_square_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_SCALED_INV_CHI_SQUARE_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_SCALED_INV_CHI_SQUARE_RNG_HPP
3 
4 #include <boost/random/chi_squared_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
21 
22 namespace stan {
23  namespace math {
24 
25  template <class RNG>
26  inline double
27  scaled_inv_chi_square_rng(const double nu,
28  const double s,
29  RNG& rng) {
30  using boost::variate_generator;
31  using boost::random::chi_squared_distribution;
32 
33  static const char* function("scaled_inv_chi_square_rng");
34 
35  check_positive_finite(function, "Degrees of freedom parameter", nu);
36  check_positive_finite(function, "Scale parameter", s);
37 
38  variate_generator<RNG&, chi_squared_distribution<> >
39  chi_square_rng(rng, chi_squared_distribution<>(nu));
40  return nu * s / chi_square_rng();
41  }
42 
43  }
44 }
45 #endif
double scaled_inv_chi_square_rng(const double nu, const double s, RNG &rng)
double chi_square_rng(const double nu, RNG &rng)
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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