1 #ifndef STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_DOUBLE_EXPONENTIAL_RNG_HPP
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
26 static const char*
function(
"stan::math::double_exponential_rng");
28 using boost::variate_generator;
29 using boost::random::uniform_01;
39 variate_generator<RNG&, uniform_01<> >
40 rng_unit_01(rng, uniform_01<>());
42 double laplaceRN = rng_unit_01();
43 if (0.5 - laplaceRN > 0)
45 else if (0.5 - laplaceRN < 0)
47 return mu - sigma * a *
log1m(2 *
abs(0.5 - laplaceRN));
fvar< T > abs(const fvar< T > &x)
fvar< T > log(const fvar< T > &x)
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
double double_exponential_rng(const double mu, const double sigma, RNG &rng)
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.
fvar< T > log1m(const fvar< T > &x)