Stan Math Library  2.12.0
reverse mode automatic differentiation
inv_chi_square_rng.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_RNG_HPP
2 #define STAN_MATH_PRIM_SCAL_PROB_INV_CHI_SQUARE_RNG_HPP
3 
19 #include <boost/random/chi_squared_distribution.hpp>
20 #include <boost/random/variate_generator.hpp>
21 
22 namespace stan {
23  namespace math {
24 
25  template <class RNG>
26  inline double
27  inv_chi_square_rng(const double nu,
28  RNG& rng) {
29  using boost::variate_generator;
30  using boost::random::chi_squared_distribution;
31 
32  static const char* function("inv_chi_square_rng");
33 
34  check_positive_finite(function, "Degrees of freedom parameter", nu);
35 
36  variate_generator<RNG&, chi_squared_distribution<> >
37  chi_square_rng(rng, chi_squared_distribution<>(nu));
38  return 1 / chi_square_rng();
39  }
40 
41  }
42 }
43 #endif
double chi_square_rng(const double nu, RNG &rng)
double inv_chi_square_rng(const double nu, RNG &rng)
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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