| Stan Math Library 2.6.3 probability, sampling & optimization

- Main Page
- Namespaces
- Classes
- Files

- File List
- File Members

All Classes Namespaces Files Functions Variables Typedefs Enumerator Friends Macros
frechet_rng.hpp
Go to the documentation of this file.
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>
6 #include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
7 #include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
8 #include <stan/math/prim/scal/err/check_nonnegative.hpp>
9 #include <stan/math/prim/scal/err/check_not_nan.hpp>
10 #include <stan/math/prim/scal/err/check_positive.hpp>
11 #include <stan/math/prim/scal/err/check_positive_finite.hpp>
12 #include <stan/math/prim/scal/fun/log1m.hpp>
13 #include <stan/math/prim/scal/fun/multiply_log.hpp>
14 #include <stan/math/prim/scal/fun/value_of.hpp>
15 #include <stan/math/prim/scal/meta/length.hpp>
16 #include <stan/math/prim/scal/meta/is_constant_struct.hpp>
17 #include <stan/math/prim/scal/meta/VectorView.hpp>
18 #include <stan/math/prim/scal/meta/VectorBuilder.hpp>
19 #include <stan/math/prim/scal/meta/partials_return_type.hpp>
20 #include <stan/math/prim/scal/meta/return_type.hpp>
21 #include <stan/math/prim/scal/fun/constants.hpp>
22 #include <stan/math/prim/scal/meta/include_summand.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
38 using stan::math::check_finite;
39 using stan::math::check_not_nan;
40 using stan::math::check_positive;
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
check_not_nan.hpp
stan::math::check_not_nan
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
Definition: check_not_nan.hpp:63
check_positive_finite.hpp
check_positive.hpp
return_type.hpp
VectorView.hpp
include_summand.hpp
multiply_log.hpp
check_nonnegative.hpp
stan::math::frechet_rng
double frechet_rng(const double alpha, const double sigma, RNG &rng)
Definition: frechet_rng.hpp:30
stan::math::check_positive
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
Definition: check_positive.hpp:68
OperandsAndPartials.hpp
VectorBuilder.hpp
log1m.hpp
stan::math::weibull_rng
double weibull_rng(const double alpha, const double sigma, RNG &rng)
Definition: weibull_rng.hpp:24
partials_return_type.hpp
length.hpp
stan::math::check_finite
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
Definition: check_finite.hpp:62
constants.hpp
is_constant_struct.hpp
value_of.hpp
check_consistent_sizes.hpp

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