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scaled_inv_chi_square_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_SCALED_INV_CHI_SQUARE_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_SCALED_INV_CHI_SQUARE_RNG_HPP
3 
4 #include <boost/random/chi_squared_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
22 
23 namespace stan {
24 
25  namespace math {
26 
27  template <class RNG>
28  inline double
29  scaled_inv_chi_square_rng(const double nu,
30  const double s,
31  RNG& rng) {
32  using boost::variate_generator;
33  using boost::random::chi_squared_distribution;
34 
35  static const char* function("stan::math::scaled_inv_chi_square_rng");
36 
38 
39  check_positive_finite(function, "Degrees of freedom parameter", nu);
40  check_positive_finite(function, "Scale parameter", s);
41 
42  variate_generator<RNG&, chi_squared_distribution<> >
43  chi_square_rng(rng, chi_squared_distribution<>(nu));
44  return nu * s / chi_square_rng();
45  }
46  }
47 }
48 #endif
double scaled_inv_chi_square_rng(const double nu, const double s, RNG &rng)
double chi_square_rng(const double nu, 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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