1 #ifndef STAN_MATH_PRIM_PROB_FRECHET_RNG_HPP
2 #define STAN_MATH_PRIM_PROB_FRECHET_RNG_HPP
3
4 #include <stan/math/prim/meta.hpp>
5 #include <stan/math/prim/err.hpp>
6 #include <stan/math/prim/fun/max_size.hpp>
7 #include <stan/math/prim/fun/scalar_seq_view.hpp>
8 #include <boost/random/weibull_distribution.hpp>
9 #include <boost/random/variate_generator.hpp>
10
11 namespace stan {
12 namespace math {
13 /** \ingroup prob_dists
14 * Return a pseudorandom Frechet variate for the given shape
15 * and scale parameters using the specified random number generator.
16 *
17 * alpha and sigma can each be a scalar or a one-dimensional container. Any
18 * non-scalar inputs must be the same size.
19 *
20 * @tparam T_shape type of shape parameter
21 * @tparam T_scale type of scale parameter
22 * @tparam RNG type of random number generator
23 * @param alpha (Sequence of) positive shape parameter(s)
24 * @param sigma (Sequence of) positive scale parameter(s)
25 * @param rng random number generator
26 * @return (Sequence of) Frechet random variate(s)
27 * @throw std::domain_error if alpha is nonpositive or sigma is nonpositive
28 * @throw std::invalid_argument if non-scalar arguments are of different
29 * sizes
30 */
31 template <typename T_shape, typename T_scale, class RNG>
frechet_rng(const T_shape & alpha,const T_scale & sigma,RNG & rng)32 inline typename VectorBuilder<true, double, T_shape, T_scale>::type frechet_rng(
33 const T_shape& alpha, const T_scale& sigma, RNG& rng) {
34 using boost::variate_generator;
35 using boost::random::weibull_distribution;
36 using T_alpha_ref = ref_type_t<T_shape>;
37 using T_sigma_ref = ref_type_t<T_scale>;
38 static const char* function = "frechet_rng";
39 check_consistent_sizes(function, "Shape parameter", alpha, "Scale Parameter",
40 sigma);
41 T_alpha_ref alpha_ref = alpha;
42 T_sigma_ref sigma_ref = sigma;
43 check_positive_finite(function, "Shape parameter", alpha_ref);
44 check_positive_finite(function, "Scale parameter", sigma_ref);
45
46 scalar_seq_view<T_alpha_ref> alpha_vec(alpha_ref);
47 scalar_seq_view<T_sigma_ref> sigma_vec(sigma_ref);
48 size_t N = max_size(alpha, sigma);
49 VectorBuilder<true, double, T_shape, T_scale> output(N);
50
51 for (size_t n = 0; n < N; ++n) {
52 variate_generator<RNG&, weibull_distribution<> > weibull_rng(
53 rng, weibull_distribution<>(alpha_vec[n], 1.0 / sigma_vec[n]));
54 output[n] = 1 / weibull_rng();
55 }
56
57 return output.data();
58 }
59
60 } // namespace math
61 } // namespace stan
62 #endif
63