Stan Math Library  2.11.0
reverse mode automatic differentiation
inv_gamma_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_INV_GAMMA_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_INV_GAMMA_RNG_HPP
3 
21 #include <boost/random/gamma_distribution.hpp>
22 #include <boost/random/variate_generator.hpp>
23 
24 namespace stan {
25 
26  namespace math {
27 
28  template <class RNG>
29  inline double
30  inv_gamma_rng(const double alpha,
31  const double beta,
32  RNG& rng) {
33  using boost::variate_generator;
34  using boost::random::gamma_distribution;
35 
36  static const char* function("stan::math::inv_gamma_rng");
37 
39 
40  check_positive_finite(function, "Shape parameter", alpha);
41  check_positive_finite(function, "Scale parameter", beta);
42 
43  variate_generator<RNG&, gamma_distribution<> >
44  gamma_rng(rng, gamma_distribution<>(alpha, 1 / beta));
45  return 1 / gamma_rng();
46  }
47  }
48 }
49 
50 #endif
double gamma_rng(const double alpha, const double beta, RNG &rng)
Definition: gamma_rng.hpp:30
double inv_gamma_rng(const double alpha, const double beta, RNG &rng)
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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