Stan Math Library  2.15.0
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  namespace math {
20 
21  template <class RNG>
22  inline double
23  rayleigh_rng(double sigma,
24  RNG& rng) {
25  using boost::variate_generator;
26  using boost::random::uniform_real_distribution;
27 
28  static const char* function("rayleigh_rng");
29 
30  check_positive(function, "Scale parameter", sigma);
31 
32  variate_generator<RNG&, uniform_real_distribution<> >
33  uniform_rng(rng, uniform_real_distribution<>(0.0, 1.0));
34  return sigma * std::sqrt(-2.0 * std::log(uniform_rng()));
35  }
36 
37  }
38 }
39 #endif
double rayleigh_rng(double sigma, RNG &rng)
fvar< T > sqrt(const fvar< T > &x)
Definition: sqrt.hpp:14
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
double uniform_rng(double alpha, double beta, RNG &rng)
Definition: uniform_rng.hpp:20

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