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pareto_type_2_rng.hpp
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#ifndef STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_RNG_HPP
#define STAN_MATH_PRIM_SCAL_PROB_PARETO_TYPE_2_RNG_HPP
#include <boost/random/variate_generator.hpp>
#include <stan/math/prim/scal/meta/OperandsAndPartials.hpp>
#include <stan/math/prim/scal/err/check_consistent_sizes.hpp>
#include <stan/math/prim/scal/err/check_finite.hpp>
#include <stan/math/prim/scal/err/check_greater_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/log1m.hpp>
#include <stan/math/prim/scal/prob/uniform_rng.hpp>
namespace stan {
namespace math {
template <class RNG>
inline double
pareto_type_2_rng(const double mu,
const double lambda,
const double alpha,
RNG& rng) {
static const char* function("stan::math::pareto_type_2_rng");
stan::math::check_positive(function, "scale parameter", lambda);
double uniform_01 = stan::math::uniform_rng(0.0, 1.0, rng);
return (std::pow(1.0 - uniform_01, -1.0 / alpha) - 1.0) * lambda + mu;
}
}
}
#endif
check_not_nan.hpp
check_positive_finite.hpp
stan::math::pareto_type_2_rng
double pareto_type_2_rng(const double mu, const double lambda, const double alpha, RNG &rng)
Definition: pareto_type_2_rng.hpp:23
uniform_rng.hpp
check_nonnegative.hpp
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
stan::math::uniform_rng
double uniform_rng(const double alpha, const double beta, RNG &rng)
Definition: uniform_rng.hpp:22
log1m.hpp
constants.hpp
check_finite.hpp
stan::math::pow
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:18
check_greater_or_equal.hpp
value_of.hpp
check_consistent_sizes.hpp

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