Stan Math Library  2.15.0
reverse mode automatic differentiation
student_t_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_STUDENT_T_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_STUDENT_T_RNG_HPP
3 
4 #include <boost/random/student_t_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  student_t_rng(double nu,
28  double mu,
29  double sigma,
30  RNG& rng) {
31  using boost::variate_generator;
32  using boost::random::student_t_distribution;
33 
34  static const char* function("student_t_rng");
35 
36  check_positive_finite(function, "Degrees of freedom parameter", nu);
37  check_finite(function, "Location parameter", mu);
38  check_positive_finite(function, "Scale parameter", sigma);
39 
40  variate_generator<RNG&, student_t_distribution<> >
41  rng_unit_student_t(rng, student_t_distribution<>(nu));
42  return mu + sigma * rng_unit_student_t();
43  }
44 
45  }
46 }
47 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
double student_t_rng(double nu, double mu, double sigma, RNG &rng)
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.

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