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reverse mode automatic differentiation
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frechet_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_FRECHET_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_FRECHET_RNG_HPP
3 
4 #include <boost/random/weibull_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
23 
24 namespace stan {
25 
26  namespace math {
27 
28  template <class RNG>
29  inline double
30  frechet_rng(const double alpha,
31  const double sigma,
32  RNG& rng) {
33  using boost::variate_generator;
34  using boost::random::weibull_distribution;
35 
36  static const char* function("stan::math::frechet_rng");
37 
41 
42  check_finite(function, "Shape parameter", alpha);
43  check_positive(function, "Shape parameter", alpha);
44  check_not_nan(function, "Scale parameter", sigma);
45  check_positive(function, "Scale parameter", sigma);
46 
47  variate_generator<RNG&, weibull_distribution<> >
48  weibull_rng(rng, weibull_distribution<>(alpha, 1.0/sigma));
49  return 1.0 / weibull_rng();
50  }
51  }
52 }
53 #endif
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
double frechet_rng(const double alpha, const double sigma, RNG &rng)
Definition: frechet_rng.hpp:30
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
double weibull_rng(const double alpha, const double sigma, RNG &rng)
Definition: weibull_rng.hpp:24
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.

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