Stan Math Library  2.15.0
reverse mode automatic differentiation
gumbel_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_RNG_HPP
3 
14 #include <boost/random/uniform_01.hpp>
15 #include <boost/random/variate_generator.hpp>
16 
17 namespace stan {
18  namespace math {
19 
31  template <class RNG>
32  inline double
33  gumbel_rng(double mu,
34  double beta,
35  RNG& rng) {
36  using boost::variate_generator;
37  using boost::uniform_01;
38 
39  static const char* function("gumbel_rng");
40 
41  check_finite(function, "Location parameter", mu);
42  check_positive(function, "Scale parameter", beta);
43 
44  variate_generator<RNG&, uniform_01<> >
45  uniform01_rng(rng, uniform_01<>());
46  return mu - beta * std::log(-std::log(uniform01_rng()));
47  }
48 
49  }
50 }
51 #endif
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
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 gumbel_rng(double mu, double beta, RNG &rng)
Return a pseudorandom Gumbel variate with the given location and scale using the specified random num...
Definition: gumbel_rng.hpp:33

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