inv_gamma_rng.hpp
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#ifndef STAN_MATH_PRIM_SCAL_PROB_INV_GAMMA_RNG_HPP
#define STAN_MATH_PRIM_SCAL_PROB_INV_GAMMA_RNG_HPP
#include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
#include <stan/math/prim/scal/err/check_greater_or_equal.hpp>
#include <stan/math/prim/scal/err/check_less_or_equal.hpp>
#include <stan/math/prim/scal/err/check_nonnegative.hpp>
#include <stan/math/prim/scal/err/check_not_nan.hpp>
#include <stan/math/prim/scal/err/check_positive_finite.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/fun/value_of.hpp>
#include <stan/math/prim/scal/fun/lgamma.hpp>
#include <stan/math/prim/scal/fun/gamma_q.hpp>
#include <stan/math/prim/scal/fun/digamma.hpp>
#include <stan/math/prim/scal/meta/length.hpp>
#include <stan/math/prim/scal/meta/VectorView.hpp>
#include <stan/math/prim/scal/meta/VectorBuilder.hpp>
#include <stan/math/prim/scal/meta/return_type.hpp>
#include <stan/math/prim/scal/fun/grad_reg_inc_gamma.hpp>
#include <stan/math/prim/scal/meta/include_summand.hpp>
#include <boost/random/gamma_distribution.hpp>
#include <boost/random/variate_generator.hpp>
namespace stan {
namespace math {
template <class RNG>
inline double
inv_gamma_rng(double alpha,
double beta,
RNG& rng) {
using boost::variate_generator;
using boost::random::gamma_distribution;
static const char* function("inv_gamma_rng");
check_positive_finite(function, "Shape parameter", alpha);
check_positive_finite(function, "Scale parameter", beta);
variate_generator<RNG&, gamma_distribution<> >
gamma_rng(rng, gamma_distribution<>(alpha, 1 / beta));
return 1 / gamma_rng();
}
}
}
#endif
check_not_nan.hpp
lgamma.hpp
check_positive_finite.hpp
stan
Definition: log_sum_exp.hpp:8
digamma.hpp
return_type.hpp
gamma_q.hpp
include_summand.hpp
check_nonnegative.hpp
stan::math::check_positive_finite
void check_positive_finite(const char *function, const char *name, const T_y &y)
Check if y is positive and finite.
Definition: check_positive_finite.hpp:26
check_less_or_equal.hpp
stan::math::inv_gamma_rng
double inv_gamma_rng(double alpha, double beta, RNG &rng)
Definition: inv_gamma_rng.hpp:29
VectorView.hpp
stan::math::gamma_rng
double gamma_rng(double alpha, double beta, RNG &rng)
Definition: gamma_rng.hpp:29
VectorBuilder.hpp
length.hpp
grad_reg_inc_gamma.hpp
constants.hpp
check_greater_or_equal.hpp
value_of.hpp
check_consistent_sizes.hpp

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