Stan Math Library  2.9.0
reverse mode automatic differentiation
gamma_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_GAMMA_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_GAMMA_RNG_HPP
3 
4 #include <boost/random/gamma_distribution.hpp>
5 #include <boost/random/variate_generator.hpp>
26 
27 namespace stan {
28 
29  namespace math {
30 
31  template <class RNG>
32  inline double
33  gamma_rng(const double alpha,
34  const double beta,
35  RNG& rng) {
36  using boost::variate_generator;
37  using boost::gamma_distribution;
38 
39  static const char* function("stan::math::gamma_rng");
40 
42 
43  check_positive_finite(function, "Shape parameter", alpha);
44  check_positive_finite(function, "Inverse scale parameter", beta);
45 
46  /*
47  the boost gamma distribution is defined by
48  shape and scale, whereas the stan one is defined
49  by shape and rate
50  */
51  variate_generator<RNG&, gamma_distribution<> >
52  gamma_rng(rng, gamma_distribution<>(alpha, 1.0 / beta));
53  return gamma_rng();
54  }
55 
56  }
57 }
58 
59 #endif
double gamma_rng(const double alpha, const double beta, RNG &rng)
Definition: gamma_rng.hpp:33
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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