Stan Math Library  2.12.0
reverse mode automatic differentiation
frechet_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_FRECHET_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_FRECHET_RNG_HPP
3 
18 #include <boost/random/weibull_distribution.hpp>
19 #include <boost/random/variate_generator.hpp>
20 
21 namespace stan {
22  namespace math {
23 
24  template <class RNG>
25  inline double
26  frechet_rng(const double alpha,
27  const double sigma,
28  RNG& rng) {
29  using boost::variate_generator;
30  using boost::random::weibull_distribution;
31 
32  static const char* function("frechet_rng");
33 
34  check_finite(function, "Shape parameter", alpha);
35  check_positive(function, "Shape parameter", alpha);
36  check_not_nan(function, "Scale parameter", sigma);
37  check_positive(function, "Scale parameter", sigma);
38 
39  variate_generator<RNG&, weibull_distribution<> >
40  weibull_rng(rng, weibull_distribution<>(alpha, 1.0/sigma));
41  return 1.0 / weibull_rng();
42  }
43 
44  }
45 }
46 #endif
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
double frechet_rng(const double alpha, const double sigma, RNG &rng)
Definition: frechet_rng.hpp:26
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
double weibull_rng(const double alpha, const double sigma, RNG &rng)
Definition: weibull_rng.hpp:22
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.

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