Stan Math Library  2.10.0
reverse mode automatic differentiation
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 
18 #include <boost/random/weibull_distribution.hpp>
19 #include <boost/random/variate_generator.hpp>
20 
21 namespace stan {
22 
23  namespace math {
24 
25  template <class RNG>
26  inline double
27  frechet_rng(const double alpha,
28  const double sigma,
29  RNG& rng) {
30  using boost::variate_generator;
31  using boost::random::weibull_distribution;
32 
33  static const char* function("stan::math::frechet_rng");
34 
38 
39  check_finite(function, "Shape parameter", alpha);
40  check_positive(function, "Shape parameter", alpha);
41  check_not_nan(function, "Scale parameter", sigma);
42  check_positive(function, "Scale parameter", sigma);
43 
44  variate_generator<RNG&, weibull_distribution<> >
45  weibull_rng(rng, weibull_distribution<>(alpha, 1.0/sigma));
46  return 1.0 / weibull_rng();
47  }
48  }
49 }
50 #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:27
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:23
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.

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