Stan Math Library  2.11.0
reverse mode automatic differentiation
inv_chi_square_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_RNG_HPP
3 
19 #include <boost/random/chi_squared_distribution.hpp>
20 #include <boost/random/variate_generator.hpp>
21 
22 namespace stan {
23 
24  namespace math {
25 
26  template <class RNG>
27  inline double
28  inv_chi_square_rng(const double nu,
29  RNG& rng) {
30  using boost::variate_generator;
31  using boost::random::chi_squared_distribution;
32 
33  static const char* function("stan::math::inv_chi_square_rng");
34 
36 
37  check_positive_finite(function, "Degrees of freedom parameter", nu);
38 
39  variate_generator<RNG&, chi_squared_distribution<> >
40  chi_square_rng(rng, chi_squared_distribution<>(nu));
41  return 1 / chi_square_rng();
42  }
43  }
44 }
45 #endif
double chi_square_rng(const double nu, RNG &rng)
double inv_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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