Stan Math Library  2.11.0
reverse mode automatic differentiation
rayleigh_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_RNG_HPP
3 
15 #include <boost/random/uniform_real_distribution.hpp>
16 #include <boost/random/variate_generator.hpp>
17 
18 namespace stan {
19 
20  namespace math {
21 
22  template <class RNG>
23  inline double
24  rayleigh_rng(const double sigma,
25  RNG& rng) {
26  using boost::variate_generator;
27  using boost::random::uniform_real_distribution;
28 
29  static const char* function("stan::math::rayleigh_rng");
30 
32 
33  check_positive(function, "Scale parameter", sigma);
34 
35  variate_generator<RNG&, uniform_real_distribution<> >
36  uniform_rng(rng, uniform_real_distribution<>(0.0, 1.0));
37  return sigma * std::sqrt(-2.0 * std::log(uniform_rng()));
38  }
39  }
40 }
41 #endif
fvar< T > sqrt(const fvar< T > &x)
Definition: sqrt.hpp:15
double rayleigh_rng(const double sigma, RNG &rng)
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
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:21

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