Stan Math Library  2.14.0
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 
15 #include <boost/random/uniform_01.hpp>
16 #include <boost/random/variate_generator.hpp>
17 
18 namespace stan {
19  namespace math {
20 
21  template <class RNG>
22  inline double
23  gumbel_rng(double mu,
24  double beta,
25  RNG& rng) {
26  using boost::variate_generator;
27  using boost::uniform_01;
28 
29  static const char* function("gumbel_rng");
30 
31  check_finite(function, "Location parameter", mu);
32  check_positive(function, "Scale parameter", beta);
33 
34  variate_generator<RNG&, uniform_01<> >
35  uniform01_rng(rng, uniform_01<>());
36  return mu - beta * std::log(-std::log(uniform01_rng()));
37  }
38 
39  }
40 }
41 #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)
Definition: gumbel_rng.hpp:23

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