Stan Math Library  2.9.0
reverse mode automatic differentiation
rayleigh_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_RAYLEIGH_RNG_HPP
3 
4 #include <boost/random/uniform_real_distribution.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  rayleigh_rng(const double sigma,
28  RNG& rng) {
29  using boost::variate_generator;
30  using boost::random::uniform_real_distribution;
31 
32  static const char* function("stan::math::rayleigh_rng");
33 
35 
36  check_positive(function, "Scale parameter", sigma);
37 
38  variate_generator<RNG&, uniform_real_distribution<> >
39  uniform_rng(rng, uniform_real_distribution<>(0.0, 1.0));
40  return sigma * std::sqrt(-2.0 * std::log(uniform_rng()));
41  }
42  }
43 }
44 #endif
fvar< T > sqrt(const fvar< T > &x)
Definition: sqrt.hpp:15
double rayleigh_rng(const double sigma, RNG &rng)
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
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

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