Stan Math Library  2.11.0
reverse mode automatic differentiation
ordered_logistic_rng.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_PROB_ORDERED_LOGISTIC_RNG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_ORDERED_LOGISTIC_RNG_HPP
3 
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
17 
18 namespace stan {
19 
20  namespace math {
21 
22  template <class RNG>
23  inline int
24  ordered_logistic_rng(const double eta,
25  const Eigen::Matrix<double, Eigen::Dynamic, 1>& c,
26  RNG& rng) {
27  using boost::variate_generator;
29 
30  static const char* function("stan::math::ordered_logistic");
31 
39 
40  check_finite(function, "Location parameter", eta);
41  check_greater(function, "Size of cut points parameter", c.size(), 0);
42  for (int i = 1; i < c.size(); ++i) {
43  check_greater(function, "Cut points parameter", c(i), c(i - 1));
44  }
45  check_finite(function, "Cut points parameter", c(c.size()-1));
46  check_finite(function, "Cut points parameter", c(0));
47 
48  Eigen::VectorXd cut(c.rows()+1);
49  cut(0) = 1 - inv_logit(eta - c(0));
50  for (int j = 1; j < c.rows(); j++)
51  cut(j) = inv_logit(eta - c(j - 1)) - inv_logit(eta - c(j));
52  cut(c.rows()) = inv_logit(eta - c(c.rows() - 1));
53 
54  return stan::math::categorical_rng(cut, rng);
55  }
56  }
57 }
58 
59 #endif
bool check_less(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is strictly less than high.
Definition: check_less.hpp:81
fvar< T > inv_logit(const fvar< T > &x)
Definition: inv_logit.hpp:15
bool check_bounded(const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
Return true if the value is between the low and high values, inclusively.
int categorical_rng(const Eigen::Matrix< double, Eigen::Dynamic, 1 > &theta, RNG &rng)
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
bool check_less_or_equal(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is less or equal to high.
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
int ordered_logistic_rng(const double eta, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &c, RNG &rng)
bool check_nonnegative(const char *function, const char *name, const T_y &y)
Return true if y is non-negative.
bool check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Return true if y is strictly greater than low.

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