Stan Math Library  2.9.0
reverse mode automatic differentiation
pareto_type_2_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_RNG_HPP
3 
4 #include <boost/random/variate_generator.hpp>
16 
17 
18 namespace stan {
19  namespace math {
20 
21  template <class RNG>
22  inline double
23  pareto_type_2_rng(const double mu,
24  const double lambda,
25  const double alpha,
26  RNG& rng) {
27  static const char* function("stan::math::pareto_type_2_rng");
28 
29  stan::math::check_positive(function, "scale parameter", lambda);
30 
31  double uniform_01 = stan::math::uniform_rng(0.0, 1.0, rng);
32 
33 
34  return (std::pow(1.0 - uniform_01, -1.0 / alpha) - 1.0) * lambda + mu;
35  }
36  }
37 }
38 #endif
double pareto_type_2_rng(const double mu, const double lambda, const double alpha, RNG &rng)
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
double uniform_rng(const double alpha, const double beta, RNG &rng)
Definition: uniform_rng.hpp:22
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:18

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