Stan Math Library  2.9.0
reverse mode automatic differentiation
inv_chi_square_rng.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_RNG_HPP
3 
4 #include <boost/random/chi_squared_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
24 
25 namespace stan {
26 
27  namespace math {
28 
29  template <class RNG>
30  inline double
31  inv_chi_square_rng(const double nu,
32  RNG& rng) {
33  using boost::variate_generator;
34  using boost::random::chi_squared_distribution;
35 
36  static const char* function("stan::math::inv_chi_square_rng");
37 
39 
40  check_positive_finite(function, "Degrees of freedom parameter", nu);
41 
42  variate_generator<RNG&, chi_squared_distribution<> >
43  chi_square_rng(rng, chi_squared_distribution<>(nu));
44  return 1 / chi_square_rng();
45  }
46  }
47 }
48 #endif
double chi_square_rng(const double nu, RNG &rng)
double inv_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.

     [ Stan Home Page ] © 2011–2015, Stan Development Team.