Stan Math Library  2.15.0
reverse mode automatic differentiation
scaled_inv_chi_square_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_SCALED_INV_CHI_SQUARE_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_SCALED_INV_CHI_SQUARE_RNG_HPP
3 
4 #include <boost/random/chi_squared_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
20 
21 namespace stan {
22  namespace math {
23 
24  template <class RNG>
25  inline double
27  double s,
28  RNG& rng) {
29  using boost::variate_generator;
30  using boost::random::chi_squared_distribution;
31 
32  static const char* function("scaled_inv_chi_square_rng");
33 
34  check_positive_finite(function, "Degrees of freedom parameter", nu);
35  check_positive_finite(function, "Scale parameter", s);
36 
37  variate_generator<RNG&, chi_squared_distribution<> >
38  chi_square_rng(rng, chi_squared_distribution<>(nu));
39  return nu * s / chi_square_rng();
40  }
41 
42  }
43 }
44 #endif
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
double scaled_inv_chi_square_rng(double nu, double s, RNG &rng)
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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