Stan Math Library  2.15.0
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 
18 #include <boost/random/chi_squared_distribution.hpp>
19 #include <boost/random/variate_generator.hpp>
20 
21 namespace stan {
22  namespace math {
23 
34  template <class RNG>
35  inline double
36  inv_chi_square_rng(double nu,
37  RNG& rng) {
38  using boost::variate_generator;
39  using boost::random::chi_squared_distribution;
40 
41  static const char* function("inv_chi_square_rng");
42 
43  check_positive_finite(function, "Degrees of freedom parameter", nu);
44 
45  variate_generator<RNG&, chi_squared_distribution<> >
46  chi_square_rng(rng, chi_squared_distribution<>(nu));
47  return 1 / chi_square_rng();
48  }
49 
50  }
51 }
52 #endif
double inv_chi_square_rng(double nu, RNG &rng)
Return a pseudorandom Inverse chi squared variate with the nu degrees of freedom using the specified ...
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
double chi_square_rng(double nu, RNG &rng)
Return a pseudorandom chi squared variate with the nu degrees of freedom using the specified random n...

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