Stan Math Library  2.11.0
reverse mode automatic differentiation
logistic_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_LOGISTIC_RNG_HPP
3 
16 #include <boost/random/exponential_distribution.hpp>
17 #include <boost/random/variate_generator.hpp>
18 
19 namespace stan {
20  namespace math {
21 
22  template <class RNG>
23  inline double
24  logistic_rng(const double mu,
25  const double sigma,
26  RNG& rng) {
27  using boost::variate_generator;
28  using boost::random::exponential_distribution;
29 
30  static const char* function("stan::math::logistic_rng");
31 
34 
35  check_finite(function, "Location parameter", mu);
36  check_positive_finite(function, "Scale parameter", sigma);
37 
38  variate_generator<RNG&, exponential_distribution<> >
39  exp_rng(rng, exponential_distribution<>(1));
40  return mu - sigma * std::log(exp_rng() / exp_rng());
41  }
42  }
43 }
44 #endif
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
double logistic_rng(const double mu, const double sigma, RNG &rng)
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
bool check_positive_finite(const char *function, const char *name, const T_y &y)
Return true if y is positive and finite.

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