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reverse mode automatic differentiation
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gumbel_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GUMBEL_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GUMBEL_RNG_HPP
3 
4 #include <boost/random/uniform_01.hpp>
5 #include <boost/random/variate_generator.hpp>
20 
21 namespace stan {
22 
23  namespace math {
24 
25  template <class RNG>
26  inline double
27  gumbel_rng(const double mu,
28  const double beta,
29  RNG& rng) {
30  using boost::variate_generator;
31  using boost::uniform_01;
32 
33  static const char* function("stan::math::gumbel_rng");
34 
37 
38 
39  check_finite(function, "Location parameter", mu);
40  check_positive(function, "Scale parameter", beta);
41 
42  variate_generator<RNG&, uniform_01<> >
43  uniform01_rng(rng, uniform_01<>());
44  return mu - beta * std::log(-std::log(uniform01_rng()));
45  }
46  }
47 }
48 #endif
49 
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
double gumbel_rng(const double mu, const double beta, RNG &rng)
Definition: gumbel_rng.hpp:27
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.

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